Combine flour, baking powder and salt; cut in shortening till mixture resembles coarse meal. Add milk all at once and mix just until dough follows fork around bowl.
Turn out on lightly floured surface; knead gently 30 seconds. Roll or pat 1/2 inch thick and spread with cheese. Roll as for jelly roll and cut in 1 inch slices. Bake on sprayed baking sheet at 450 for 12-15 minutes.
Meanwhile make sauce by combining flour, salt, pepper and milk in saucepan over medium heat. Stir with wire whisk until flour is dissolved. Cook over medium heat until sauce thickens. Add tuna and stir to combine. Serve sauce over cheese swirls.