In a large saucepan, combine filling ingredients. Cook over medium-low heat for 12 minutes or until thickened, stirring occasionally. Cool.
For pastry, combine the flour, baking powder and salt in a bowl. Cut in shortening until crumbly. Gradually add water, tossing with a fork until dough forms a ball.
Divide into 12 portions. On a floured surface, roll each portion into a 6-in. circle. Spoon 1/4 to 1/3 cup filling on half of each circle. Moisten edges with water; fold dough over filling and press edges with a fork to seal.
Place on greased baking sheets. Brush with milk and sprinkle with sugar. Cut slits in top. Bake at 425° for 15-20 minutes or until golden brown.
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