Preheat the oven to 425.
Line a rimmed baking sheet with parchment paper.
In a large bowl, stir together the flour, baking powder, salt, and mustard.
Using a pastry cutter, cut the butter into the flour mixture until crumbly.
Add the cheese and mix well.
In a small bowl, mix the egg with 1/4 cup of the milk.
Stir the egg-milk mixture into the flour mixture until a soft dough forms. Add more milk if necessary.
Turn the dough onto a lightly-floured surface, and knead for just a couple seconds to bring the dough together.
Carefully transfer the dough to the prepared baking sheet and pat it into an 8-inch circle.
Cut into 6 wedges, then separate and arrange on the baking sheet so that they are not touching.
Lightly brush the scones with milk.
Bake until the tops are golden brown, 10-12 minutes. Best served warm!