Preheat the oven to 190˚C (375° F). Line a baking sheet with greaseproof paper.
Sift the flour, baking powder and sugar into a mixing bowl. Add the butter and rub in using your fingertips until the mixture resembles fine crumbs.
Stir in most of the cheese (reserving a little to top the scones), the apple, pickled onions, salt and pepper, then add the egg and enough milk to make a soft dough.
Turn out onto a lightly floured surface and roll out to about 4cm (1 1/2 inch) thick. Stamp out using a 7cm (2 3/4-inch) round cutter. Knead the trimmings together lightly, re-roll and stamp out more rounds. Place on the baking sheet. Brush the tops with milk and sprinkle with a little grated cheese.
Bake for 15 to 20 minutes until golden brown.
COOK’S TIP: If you like, you can add some chopped ham to the mix along with the apple.