Preheat your oven to 220°C (425°F) and line a baking sheet with parchment paper.

In a large mixing bowl, sift together 250g of self-raising flour, 1 tsp of baking powder, 1/4 tsp of salt, and a pinch of cayenne pepper.

Add 75g of cold, cubed butter to the flour mixture and rub in until it resembles coarse crumbs.

Gently fold in 150g of grated cheddar cheese to the mixture.

In a separate bowl, whisk together 125ml of milk and 1 large egg and pour into the dry mixture.

Knead the mixture gently for about 30 seconds and shape it into a disc that is roughly 2 cm thick.

Cut the dough into 8 equal pieces and place on the baking sheet.

Optionally, brush the tops with milk and bake for 15-20 minutes until golden brown.

Remove from the oven and cool on a wire rack for a few minutes before serving.