01 - Set oven to 400°F and line a baking sheet with parchment paper.
02 - In a large bowl, whisk together flour, baking powder, salt, and black pepper.
03 - Add cold cubed butter and rub into the dry ingredients using your fingertips until the mixture resembles coarse crumbs.
04 - Stir grated cheddar, chives, and thyme into the crumbly mixture until evenly distributed.
05 - Whisk together the milk and egg in a small bowl, reserving 1 tablespoon for brushing the tops later.
06 - Pour most of the milk-egg mixture into the dry ingredients and gently fold until just combined, avoiding overmixing.
07 - Turn the dough onto a lightly floured surface and pat into a 1-inch thick round disc.
08 - Use a 2.5-inch round cutter to cut out scones, placing them onto the prepared baking sheet. Recombine scraps to repeat the process.
09 - Brush scone tops with the reserved milk mixture and bake for 18 to 20 minutes until golden brown.
10 - Allow scones to cool slightly on a wire rack before serving warm or at room temperature.