Preheat the oven to 425°F and line a baking sheet with parchment paper.
In a food processor, pulse the flour, baking powder, salt, and sugar to combine.
Add the butter and pulse until the butter is completely distributed. There should not be any chunks of butter and the mixture should resemble sand. Transfer to a large mixing bowl.
In a small bowl or measuring cup, whisk the milk and egg. Save roughly 2 tablespoons of the egg mixture for an egg wash. Pour the rest of the liquid into the dry ingredients.
Stir to combine with a spatula until rough dough forms.
Transfer to a lightly floured surface and knead about 10 times until the dough comes together in a smooth ball. Take care to not over knead the dough which will result in tougher and flatter scones.
Roll the dough about an inch thick and use a 2-2¼ inch cutter to cut out the scones. Reroll the scraps to repeat the process.
Place the scones on the lined baking sheet about 2 inches apart and brush with reserved egg wash.
Bake the scones for 12-14 minutes until golden brown. Remove from oven and let cool on baking sheet for 5 minutes before serving.