In a large bowl, whisk together the dry ingredients. Cut in shortening until a small crumb has formed. Stir in coconut milk until a ball of dough is formed.
Knead dough on a floured surface until no longer sticky. Roll to 1/2-inch thick, and use a circle cutter to cut biscuits.
Transfer biscuits to prepared baking sheet and bake for 12 minutes, or until tops are golden brown. Remove from oven and transfer to a cooling rack.