Combine flour, baking powder, and salt; stir well. Cut in shortening until mixture resembles coarse meal. Stir in cheese, bacon, and onion. Add milk, stirring until ingredients are moistened.
Turn dough out onto a heavily floured surface, and lightly knead 4 to 5 times.
Roll dough into a 10- x 7-inch rectangle; cut into 3- x 1-inch rectangles. Place on greased baking sheets. Bake at 425° for 12 minutes or until lightly browned.