Preheat your oven to 425F. Grease a large baking tray and set aside.
In a large mixing bowl, combine the flour, sugar, baking powder and salt. Whisk together.
Cut in the butter in cubes. Using your fingers, combine it into the flour mixture. It will be crumbly.
Slowly start pouring in the milk, mixing as you add it in. You just need the dough to come together and it will be quite sticky.
Place the dough on a lightly floured surface and lightly dust the top of the dough with flour.
Lightly knead the dough about 2 to 3 times. Gently press or roll the dough out to 1inch thick.
Using a floured 2 inch cookie cutter, cut the dough into 10 circles.
Place the dough circles on your baking tray.
Whisk together the egg with milk and brush the tops of the scones.
Bake between 12 - 15 minutes or until puffed up and golden.
Remove from oven and allow to cool. Can be served straight away and will keep up to two days in an airtight container.