Sift together flour, baking powder, salt and sugar into bowl. Cut in shortening until mixture resembles coarse crumbs. Stir in oats and currants. Add milk; stir only until dry ingredients are moistened.
Turn out on lightly floured board or counter. Knead gently a few seconds. Roll out to 1/4 inch thickness. Cut with floured diamond-shaped cutter. Brush lightly with melted butter; sprinkle with sugar. Place on ungreased cookie sheet.
Bake in preheated hot oven (425 F.) 12 to 15 minutes. Serve piping hot.