In a bowl, combine the flour, baking powder and salt; cut in shortening. Add milk and mix well. Turn onto a floured surface; knead 6-8 times. Roll into a 16-in. x 10-in. rectangle. Sprinkle with bacon and cheese.
Roll up from a long side. Cut into 15 slices; place cut side down in greased muffin cups. Bake at 450° for 12-15 minutes or until golden brown. Serve warm. Refrigerate leftovers.