Heat the oven to 220C (200C fan) and line a baking tray with baking paper.
Mix the flour, mustard powder, salt and cayenne in a large bowl. Rub in the butter with your fingertips until the mixture looks like fine breadcrumbs.
Stir in three quarters of the grated cheddar, then pour in the milk and mix with a knife until a soft dough just comes together. Do not overwork it.
Tip onto a lightly floured surface and pat the dough out to about 2.5cm thick. Cut out scones with a 6cm cutter, re-patting the trimmings until all the dough is used.
Place on the tray, brush the tops with milk and scatter over the rest of the cheese.
Bake for 12 to 15 minutes until golden and well risen. Cool on the tray for 5 minutes before eating warm or moving to a wire rack.