Preheat the oven to 450°.

In a large bowl, whisk together the flour, baking powder, and salt.

Cut in the shortening until the mixture resembles coarse crumbles.

Gradually add the milk, and mix to form a soft dough.

Turn out the dough onto a floured work surface and roll the dough thin to the shape of a rectangle; sprinkle on the cheese.

Beginning with one of the long sides, roll the dough into a log, like a jelly roll.

Cut the log into 1-inch-thick pieces and place the cut side up on a greased baking sheet.

Bake for 12 minutes or until done.