Preheat the oven to 220°C (428°F) / Fan 200°C (392°F) / Gas 7. Lightly grease a baking tray.
Measure the flour, salt, mustard powder, cayenne pepper, and baking powder in a large bowl.
Add the butter and use your fingertips to rub it in until the mixture resembles fine breadcrumbs.
Stir in 2/3 of the grated cheese.
Break the egg into a measuring jug, then add enough milk to make up to 150 ml (¼ pint).
Stir the egg and milk into the dry ingredients and mix until it forms a soft but not sticky dough.
Turn the dough out onto a lightly floured work surface and knead it lightly.
Roll it out to a 15 cm (6 in) circle and mark it into 6 wedges.
Brush the surface with a little milk and sprinkle with the remaining grated cheese.
Bake in the preheated oven for about 15 minutes or until the scones turn golden brown and feel firm to the touch.
Transfer them to a wire rack to cool.