Preheat oven to 400 F degrees.
In a large bowl add the flour, baking powder and salt and mix well.
Cut the cold butter into pieces, and add it to the bowl with flour.
Using a pastry cutter, or two knives cut into the butter until the butter forms into small peas.
Add the cheese and milk to the bowl and continue mixing until the dough comes together. Use your hands if necessary.
Turn the dough onto a floured surface and continue kneading a few times, do not over knead. Roll out the dough so that it's about half an inch thick.
Using a round cookie cutter, you can also use a glass if you don't have a round cookie cutter, start cutting the biscuits. My cookie cutter was about 3 inches in diameter, so the biscuits are a pretty big size.
Brush the biscuits with the egg wash and bake in the oven for about 20-25 minutes then let cool on a wire rack.