01 - Preheat the oven to 400°F. Line a baking sheet with parchment paper.
02 - Whisk together flour, baking powder, salt, and black pepper in a large bowl.
03 - Add cold, cubed butter to the dry mixture and use a pastry cutter or fingertips to rub until mixture resembles coarse crumbs.
04 - Fold in grated cheddar and chopped chives until evenly distributed.
05 - Whisk milk and egg together in a small bowl, then pour into the flour mixture and stir gently just until combined to avoid overmixing.
06 - Turn dough onto a lightly floured surface and pat into a 1-inch thick round.
07 - Cut the dough into 8 wedges, place them on the prepared baking sheet, and brush the tops lightly with milk.
08 - Bake for 16 to 18 minutes or until scones are golden brown. Transfer to a wire rack to cool slightly before serving.