Use lard, which can withstand an extremely high temp because, as Ruth at Clifford says, the oven needs to be very hot, and you should get it smoking hot in the tin before adding the batter.
Go to Park and Shop freezer section and pick up a packet of Aunt Bessies yorkshires. Really good and only take 4 minutes to cook just as good as the 'real' ones.
Well put the oven as hot as possible for over 30mins then put some oil in a oven prove dish and place it in the oven.
When the oil is VERY hot then take the dish out and pour the mixture in the hot oil. Put the dish back in the oven and wait about 25mins/until it brown.
MAKE SURE: dont not open the oven door while the Y-shire pudding is cooking. If you do, the pudding will sink - not rise