Preheat oven to 425° F. Lightly grease a baking sheet; set aside.
In a mixing bowl, stir flour, salt, baking powder and mustard powder together. Using a pastry blender, cut in the butter until the mixture is crumbly. Stir in the cheese, mixing well.
Combine the egg with 1/4 cup of the milk and stir into flour mixture to make a soft dough, adding more milk only if it is needed.
Turn dough out onto a lightly floured work surface. Knead several times and then pat dough out into an 8-inch circle onto the prepared baking sheet. Cut into 8 wedges. Brush scones with milk.
Bake until tops are just starting to brown, about 9 to 12 minutes. Serve immediately.Makes 8 scones