In a large bowl, sift together the flour, baking powder, salt, and sugar.
Add the cold, cut-up butter to the flour mixture. Use your fingers or a pastry cutter to work the butter into the flour until the mixture resembles coarse crumbs.
Gradually add milk to the flour mixture, stirring until a soft dough forms. You may not need the entire amount of milk; add it slowly until the dough holds together without being too sticky.
Turn the dough onto a lightly floured surface and knead gently for about 1 minute until smooth.
Roll out the dough to about 1/2 inch thickness. Use a round cutter or a glass to cut out circles of dough.
Place the dough circles onto a baking sheet lined with parchment paper. Brush the tops of the dough with the beaten egg to give them a golden color.
Preheat your oven to 375°F (190°C). Bake the bakes for 15-20 minutes, or until they are golden brown and cooked through.
Allow the bakes to cool slightly before serving. They are delicious on their own or with a variety of accompaniments like cheese, jam, or even as a side to savory dishes.
Enjoy your meal!