In A Bowl, Combine Flour, Baking Powder And Salt. Cut In The Shortening Until Pieces Are The Size Of Small Peas. Add Milk All At Once And Stir Just Until Moistened. Turn Onto Well-Floured Surface And Knead Gently 8-10 Times. Roll Into A 12-In. X 11-In. Rectangle. In A Bowl, Combine Ham, Onion And Mustard; Sprinkle Over Dough. Starting On The Long End, Roll-Up Jelly-Roll Style. Cut Into 1-In. Slices And Place, Cut Side Down, 2 In. Apart On A Greased Baking Sheet. Bake At 400 Degrees F For 12-15 Minutes Or Until Golden Brown. For Sauce, Melt Butter In A Saucepan Over Medium Heat. Stir In Flour; Gradually Add Milk. Cook And Stir Until Thickened. Add Steak Sauce, Mustard, Salt, Pepper And Cheese. Stir Until Melted. Serve With Roll-Ups.