- Combine flour, dry milk powder, baking powder, sugar, and salt in a large mixing bowl; cut in shortening until mixture resembles coarse crumbs. Make a well in the center; add water all at once. Stir just until dough clings together.
- On a lightly floured surface, knead dough gently for 10 to 12 strokes. Roll or pat dough to 1/2-inch thickness. Cut with a 2 1/2-inch biscuit cutter, dipping cutter into flour between cuts and rerolling dough scraps. Or pat dough into a 6x4-inch rectangle and cut dough into 2-inch squares.
- Prepare a covered grill for indirect grilling. Test for medium heat where skillet will be placed. Lightly grease a large cast-iron skillet. Place biscuits 1/2 inch apart in skillet. Place skillet on grill. Cover and grill for 10 to 12 minutes or until bottoms of biscuits are golden and inside of biscuit is done.
- Cool slightly. Split biscuits and serve warm with jelly, jam, or marmalade.