Preheat the oven to 425°F (220°C). Line a baking sheet with parchment paper.

Combine the Dry Ingredients

In a large mixing bowl, whisk together the flour, baking powder, salt, mustard powder and black pepper. Add the cold cubed butter and use a pastry blender or your fingertips to work it into the flour until the mixture resembles coarse breadcrumbs.

Reserve about ¼ cup (30g) of the grated Cheddar for topping. Stir the remaining cheese through the flour mixture until evenly distributed.

In a small bowl or measuring jug, whisk the egg with the milk. Reserve about 2 tablespoons of this mixture for brushing the tops. Gradually add the remainder to the flour mixture, stirring gently until a soft dough begins to form. If necessary, add a small splash of additional milk. The dough should be soft and slightly tacky rather than dry.

Shape and Cut the Scones

Turn the dough onto a lightly floured surface and bring it together gently with your hands. Avoid kneading it more than necessary. Pat or very lightly roll the dough to approximately 1 inch thick. Cut rounds with a 2½-inch cutter, pressing straight down without twisting. Gently bring the scraps together and cut the remaining scones.

Arrange the scones on the prepared baking sheet. Brush the tops lightly with the reserved egg-and-milk mixture, avoiding the cut sides. Sprinkle the reserved Cheddar over the tops.

Bake for approximately 13–16 minutes, until the scones are well risen and golden brown on top. Transfer to a cooling rack and allow them to cool for a few minutes. Serve warm, preferably with butter.