Preheat the oven to 250°C. Sieve the flour and salt into a large mixing bowl. Rub the butter into the flour until the mixture resembles fine breadcrumbs. Add the milk and mix quickly to a stiff dough.
Knead lightly on a floured surface until smooth and roll into a rectangle about 30 cm long by 20 cm wide. Distribute the onion, bacon and cheese on top of the dough. Roll into a long sausage, dampening the edge of the dough with a little water. Cut into small rounds and transfer to a baking sheet lined with baking paper. Bake for about 12 minutes, or until golden and crisp, and serve piping hot.