Example of a shortcode that uses pmpro_loadTemplate to grab it's template file.

pmpro_loadTemplate_example.php

<?php
/*
  [my_pmpro_addon] shortcode.
*/
function my_pmpro_addon_shortcode() {
  //load template
  $content = pmpro_loadTemplate('my_pmpro_addon');  //will look for /wp-content/themes/your-theme/paid-memberships-pro/pages/my_pmpro_addon.php
  
  //maybe tweak the content a bit
  
  //return it
  return $content;
}
add_shortcode('my_pmpro_addon', 'my_pmpro_addon_shortcode');

/*
  Add a directory from this plugin folder to search when using pmpro_loadTemplate
*/
function my_pmpro_addon_pmpro_pages_custom_template_path($default_templates) {
  $default_templates = array_merge(array(dirname(__FILE__) . '/pages/'), $default_templates);
  return $default_templates;
}
add_filter('pmpro_pages_custom_template_path', 'my_pmpro_addon_pmpro_pages_custom_template_path');

The updated version of this gist can be found here: https://gist.github.com/ideadude/bebd85e897b487d6ed9f8371bff02a8b

We can no longer edit gists owned by the strangerstudios user so had to fork it.