Preheat oven to 425º.
In a medium skillet, heat butter over medium heat until melted. Add corn, green onion, and bell pepper. Cook for 6 minutes, or until tender. Remove from heat, and set aside.
Coat the sides and bottom of a 10-inch cast-iron skillet with vegetable shortening. Place skillet in oven for 5 minutes to melt shortening and heat skillet.
In a medium bowl, combine cornmeal mix, flour, sugar, and salt, stirring to mix well. Add reserved vegetables and cheese to cornmeal mixture, stirring to combine.
In a separate bowl, combine buttermilk, melted butter, and egg. Add buttermilk mixture to cornmeal mixture, stirring to combine well. Spoon batter into hot skillet. Bake for 35 to 40 minutes, or until firm and golden brown. Let cool in pan for 5 minutes.