Preheat oven to 230°C (450°F, Gas 8)
Mix dry ingredients, rub in butter of margarine, then mix in grated cheese. Add milk and egg to make a softish dough (if you are making the scones in a food processor, you will need less milk. Knead lightly, and either divide dough into two rounds and mark into quarters or cut into rounds with a cutter. Bake for approximately 12 minutes. Serve warm.