Preheat the oven to 400 degrees F (205 degrees C). Grease a baking sheet.
Combine flour, baking powder, and salt in a bowl. Cut shortening in until mixture has a fine crumb texture. Stir in milk with a fork to make a soft dough.
Knead 8 to 10 times, and then roll out to a thickness of at least ½ inch. Cut into rounds with a cookie or biscuit cutter. Place on the baking sheet, and allow to rest for a few minutes.
Bake in the preheated oven for 12 to 15 minutes. Serve warm.
