Heat oven to 450°F. Grease 2 cookie sheets. In large bowl, combine flour, cornmeal, baking powder and salt; mix well.
With pastry blender or fork, cut in shortening until mixture resembles coarse crumbs. Add milk and cheese; stir just until dry ingredients are moistened and soft dough forms. Drop dough by generous tablespoonfuls onto greased cookie sheets.
Bake at 450°F. for 8 to 12 minutes or until light golden brown. Serve warm.