Preheat oven to 350 degrees. Mix four, milk powder and sugar. Cut in shortening until mixture looks like cornmeal. Add egg. Add ice water. Form into ball.
Pat out to 1/2 inch thickness on oiled ( I used Pam) cookie sheet. Use doggie biscuit cutter to cut out shapes, or make your own shapes. Cook 25 to 30 minutes. Hope your puppy likes the biscuits!