Add the black pepper, cheddar cheese, chopped rosemary and stir to evenly distribute. Then add milk, and one beaten egg. Use a fork to gently stir until a shaggy dough forms.
Turn the dough out onto a floured surface and knead until a smooth dough forms, about 10 times. It will be crumbly. Press gently and fold an edge over, pressing and folding again.
Shape the dough into a flat disc, about 1/2 inch thick. Cut into 8 slices. If you want to do an egg wash– beat the extra egg well, then brush an even coat of egg on each scone using a pastry brush.