Preheat oven to 450 degrees.
Combine flour, sugar, baking powder and salt in a bowl.
Cut in cream cheese and oil with two knives or a pastry blender until the mixture is crumbly.
Stir in the milk until the dough leaves the sides of the bowl. You may have to add a bit more milk, one tablespoon at a time, to reach the right consistency.
Turn dough onto floured surface and knead 10 times.
Using the heel of your hand, flatten dough to approximately ½-inch thick.
Cut with 2½-round cookie cutter. Place on ungreased cookie sheet.
Bake 10 to 12 minutes, or until golden brown.