Blues were warned but still fell to yet another couple of set pieces at stadium:mk this afternoon.
O'Hanlon scored with an early header, while Baldock netted his first in two months with a superb free-kick to give Roberto Di Matteo another win, the Dons have lost just two league games in as many months.
Southend may have left wondering what could have been though, they had plenty of chances with Alex Revell, Junior Stanislas and Lee Barnard all guilty of fluffing their lines.
The Franchise meanwhile were more ruthless in front of goal, showing why they are title-contenders, while the Shrimpers moved down to 13th place.
Dean Lewington returned to the Dons side just over a month after injuring his Achilles in a match at Walsall.
For the Blues Francis was moved out to the right wing as Barrett and Harding returned from suspension into their normal positions. Grant remained in midfield as Milsom missed out.
Milton Keynes got off to the perfect start after 8 minutes as Peter Leven sent over a decent corner that was headed in at the near post by O'Hanlon.
But if anything the Dons took their foot of the pedal after that and Alex Revell had two great chances to draw level.
He got his head on Stanislas' corner but was denied by the post. He then controlled a long ball well but the goal at his mercy he screwed wide from just eight yards.
The Dons were having a lot of the possession but in their own half.
When they did get near the Southend goal they looked dangerous, it just wasn't happening enough. Unfortunately for the away side they did it more often in the second half.
They were almost instantly rewarded when Mark Wright's low cross was almost sliced into his own net by Adam Barrett, the ball missing the post by a lick of paint.
From the resulting corner Aaron Wilbraham had a goalbound header somehow cleared by a Southend defender, with the Dons claiming a penalty.
They didn't have to wait much longer for a goal though.
Jemal Johnson's pacy burst down the middle earned his side a free-kick and from 30-yards out Baldock hit a lovely flighted shot over the wall which dipped in at the near post.
It allowed the Dons to lower the pace of the game and although Southend did threaten on the break, they didn't create a chance of note until the 75th minute.
Willy Gueret fumbled Stanislas' tame free-kick, the ball fell to Lee Barnard who with the goal gaping fired at the relieved keeper.
Junior Stanislas had a chance himself soon after as he went through one-on-one, but he could only poke his shot at the frame of Gueret again. Proving it was perhaps just not their day.
O'Hanlon scored with an early header, while Baldock netted his first in two months with a superb free-kick to give Roberto Di Matteo another win, the Dons have lost just two league games in as many months.
Southend may have left wondering what could have been though, they had plenty of chances with Alex Revell, Junior Stanislas and Lee Barnard all guilty of fluffing their lines.
The Franchise meanwhile were more ruthless in front of goal, showing why they are title-contenders, while the Shrimpers moved down to 13th place.
Dean Lewington returned to the Dons side just over a month after injuring his Achilles in a match at Walsall.
For the Blues Francis was moved out to the right wing as Barrett and Harding returned from suspension into their normal positions. Grant remained in midfield as Milsom missed out.
Milton Keynes got off to the perfect start after 8 minutes as Peter Leven sent over a decent corner that was headed in at the near post by O'Hanlon.
But if anything the Dons took their foot of the pedal after that and Alex Revell had two great chances to draw level.
He got his head on Stanislas' corner but was denied by the post. He then controlled a long ball well but the goal at his mercy he screwed wide from just eight yards.
The Dons were having a lot of the possession but in their own half.
When they did get near the Southend goal they looked dangerous, it just wasn't happening enough. Unfortunately for the away side they did it more often in the second half.
They were almost instantly rewarded when Mark Wright's low cross was almost sliced into his own net by Adam Barrett, the ball missing the post by a lick of paint.
From the resulting corner Aaron Wilbraham had a goalbound header somehow cleared by a Southend defender, with the Dons claiming a penalty.
They didn't have to wait much longer for a goal though.
Jemal Johnson's pacy burst down the middle earned his side a free-kick and from 30-yards out Baldock hit a lovely flighted shot over the wall which dipped in at the near post.
It allowed the Dons to lower the pace of the game and although Southend did threaten on the break, they didn't create a chance of note until the 75th minute.
Willy Gueret fumbled Stanislas' tame free-kick, the ball fell to Lee Barnard who with the goal gaping fired at the relieved keeper.
Junior Stanislas had a chance himself soon after as he went through one-on-one, but he could only poke his shot at the frame of Gueret again. Proving it was perhaps just not their day.
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