Mix the flour, salt, and baking power for about 1 minute.
Add water, vegetable oil, milk, and sugar, and “knead” the dough for 5 minutes, or until dough is smooth and starts to pull away from the sides of the bowl. Press dough into a disc, wrap tightly in plastic wrap, and rest in refrigerator for 30 minutes.
Take the dough and place on a lightly floured surface. Knead with your hands until the dough is very smooth and elastic, about 2 -3 minutes. Add more flour over the surface, if necessary, and roll out into a 30 x 50 cm rectangle. Cut off the edges with a knife if necessary to make a perfect rectangle. Using a knife, or a pizza cutter, cut the dough into 2 cm wide strips lengthwise, so that you end up with 12 strips.
Cut the cheese block into 6 equal pieces, and then cut each piece in half lengthwise, you end up with 12 cheese sticks.
Take one strip of dough and cover the end of one cheese stick with dough. Continue to wrap dough around the stick in a spiral fashion, overlapping the edges, until you reach the other end. Cover the other end with dough and pinch edges close to fully seal. The cheese has to be completely covered with dough. Repeat with remaining cheese sticks.
Heat oil over medium heat. When the oil is hot, cook the tequeños in batches, 2 -3 at the time, turning them with until all sides are golden brown. Remove tequeños to a plate lined with paper towels.Enjoy!