Preheat oven to 450° F.
Cut shortening into flour, baking powder and salt with pastry blender until mixture resembles fine crumbs.
Stir in cheese
Stir in just enough milk so dough leaves side of bowl and rounds up into a ball.
Turn dough onto lightly floured surface. Knead lightly 8 times.
Roll 1/2 inch thick. Cut with floured 2-inch biscuit cutter. Place on ungreased cookie sheet about 1 inch apart for crusty sides, touching for soft sides.
Bake until golden brown, 10 to 12 minutes. Immediately remove from cookie sheet.