In the bowl of a stand mixer, sift together the flour, milk powder, salt, sugar and baking powder. On lowest setting (or Knead), slowly add the oil, then the water, to the dry ingredients. Mix for 1 minute, until dough ball forms.
Turn dough out onto a lightly floured surface, and knead by hand for 1 minute. Shape into a ball and place on a baking sheet either greased or lined with parchment paper. Bake for 45-50 minutes, or until hollow-sounding when tapped. Cool on a wire rack.