Cut shortening into flour with a pastry blender or fork until crumbly; stir in ham and Swiss cheese. Add milk, stirring just until dry ingredients are moistened.
Turn dough out onto a lightly floured surface, and knead lightly 3 or 4 times. Pat or roll dough to 1/2-inch thickness; cut with a 2-inch round cutter, and place on a lightly greased baking sheet.
Bake at 475° for 10 to 12 minutes or until golden brown.
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