Preheat oven to 400 degrees F (200 degrees C). Lightly grease a baking sheet.
In a large bowl, combine flour, sugar, baking powder, and salt. Cut in butter. Mix the egg and milk in a small bowl, and stir into flour mixture until moistened.
Turn dough out onto a lightly floured surface, and knead briefly. Roll dough out into a 1/2 inch thick round. Cut into 8 wedges, and place on the prepared baking sheet.
Bake 15 minutes in the preheated oven, or until golden brown.
Serve these with clotted cream on the side.