Heat your oven to 425°F (220°C) and cover a baking sheet with parchment paper.
Mix flour, baking powder, and salt in a big bowl.
Add cold, diced butter to the flour mix. Use a tool or your hands to mix until it looks like coarse crumbs.
Slowly pour in the milk and mix until it forms a dough. It should be sticky but easy to handle. If needed, add more flour or milk to make it just right.
Put the dough on a floured surface and knead it gently until smooth.
Roll out the dough into a rectangle about 1/8 inch thick.
Cut the dough into smaller rectangles or squares, as big as you want your pockets.
Put your favorite fillings on one half of each dough piece, leaving space around the edges. Please only put a little, or it might overflow.
Fold the other half of the dough over the fillings, making a pocket shape. Press the edges firmly to seal them. You can use a fork to make a lovely pattern around the edges.
Put the filled pockets on the baking sheet. Brush the tops with beaten eggs for a golden color.
Bake for 15-20 minutes until golden brown and the filling is warm.
Let them cool a bit before eating. Watch out; the filling can be hot!