Preheat oven to 425° F. Grease cookie sheet.
Sift flour, sugar, baking powder, and salt. Blend in butter with fingers until mixture resembles fine crumbs.
Lightly beat egg and milk. Stir in, along with cheese, just until blended.
Turn dough out onto lightly floured surface (dough will be sticky). Working with half the dough at a time, pat into a 5-inch round, about 1 inch high. Score dough to mark 6 wedges, but do not separate.
Bake 20-25 minutes until golden. Serve warm or cool on rack.Servings: 12 scones