Preheat oven to 425 degrees.
In a bowl, sift flour, baking powder, salt and sugar.
Add cold butter and use your finger tips to cut it into the mixture until it resembles breadcrumbs. Toss it around a couple times with your hands to make it light and airy. But not too much!
In a separate small bowl, add milk and egg then whisk together. Reserve 2 tablespoons to brush on the scones later and add remainder to the dry ingredients.
With a spatula, fold everything together until dough begins to form. Place the dough onto a well-floured surface. Flour your hands really well and gently form a smooth ball. Do not knead! Pat down (again, gently) on the dough until the surface is even and it is about 1.5 inch thick. Sprinkle the top with flour if your dough is sticky.
Dip your round pastry cutter into flour and cut into the dough. Place scones onto a parchment lined baking sheet.
Brush the reserved egg/milk mixture on top of each scone with a pastry brush. Try not to let the mixture drip on the sides. Sprinkle a little sugar on top of each scone on top of the egg/milk mixture you just brushed on.
Serve hot with clotted cream and jam :)