In a large bowl, blend together the flour baking powder, and salt.
With a pastry cutter cut in the lard or shortening.
Add the milk all at once, and mix the dough quickly with a fork or by hand until the dough forms a mass.
Turn the dough onto a well-floured board and begin to knead the dough by folding it in half, pushing it down, and folding again. It should take about a dozen folds to form a soft dough that is no longer sticky.
Cover the dough with a towel or plastic wrap to let it rest for approximately 10 to 15 minutes.
Divide the dough in 1/2, keeping the 1/2 you are not working with covered with plastic wrap or a towel so it does not dry out.
Roll the dough half you have chosen on a floured board with gentle strokes. Roll the dough to 1/8-inch thickness. The more you work the dough, the tougher your sopapilla will turn out. However, to keep a sopapilla well puffed after cooking, you may want to work the dough a minute or so longer.
Cut into squares and fill dough with your choice of fillers. (Hambuger, grilled chicken, cheese, beans, black olives, mushrooms, jalapenos...for example)
Use fork to press edges together forming a "pillow". Brush the whole sopapilla with olive oil and bake @350-400 until the dough is full done.
JUST A NOTE...IF YOU WANT THAT BUBBLED UP LIGHT DOUGH YOU HAVE TO FRY IT. THIS DOUGH IS FLAKY AND SORT OF LIKE A BISCUIT.
Serve with guacamole, salsa, green chili sauce, sour cream, lettuce, and/or tomatoes.