Preheat your oven to 375°F (190°C) to ensure even baking and a golden color.
Line a baking sheet with parchment paper to prevent sticking.
In a mixing bowl, whisk together the all-purpose flour, baking powder, salt, and black pepper.
Add the cold, diced butter to the flour mixture and work it until it resembles coarse crumbs.
Gently fold in the crumbled Gorgonzola cheese, being careful not to overwork the mixture.
Pour in the milk and mix until just combined; the dough should be slightly sticky.
Turn the dough out onto a lightly floured surface and roll it out to about 1/4 inch thick.
Cut the rolled dough into strips about 1/2 inch wide using a knife or pizza cutter.
Transfer the cut cheese straws to the prepared baking sheet and bake for 15-20 minutes until golden brown and crisp.
Let them cool slightly on the baking sheet before transferring them to a wire rack.
