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PREHEAT oven to 400°F. Mix flour, sugar, baking powder and salt in medium bowl. Cut in margarine with pastry blender or 2 knives until mixture resembles coarse crumbs.
BEAT egg and milk with wire whisk until well blended. Add to flour mixture; stir just until moistened. Gently stir in chopped cookies. Spoon evenly into 12 greased or paper-lined medium muffin cups.
BAKE 15 to 20 minutes or until toothpick inserted in centers comes out clean. Remove from pan; cool slightly on wire rack. Serve warm.