Preheat oven to 450 degrees F. Combine cheese, flour, baking powder, and salt. Add egg and enough milk to make a stiff dough. Roll dough on a floured board into 1/4- to 1/2-inch-thick logs. Cut into 4-inch segments. Place segments on a greased baking sheet and bake for 10 minutes, until golden brown. Serve hot.
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