Preheat your oven to 425°Cover a baking sheet in parchment paper or foil.

Whisk together flour, sugar, baking powder, baking soda, cayenne and salt in a large bowl.

Using a pastry cutter or food processor, cut butter into flour mixture until no butter pieces larger than a pea remain. Add cheese and stir.

Mix in buttermilk, stirring until a shaggy dough forms.

Turn dough out onto a well-floured surface and knead until the dough is no longer sticky, about 6-7 times.

Beat egg and water together.

Place scones on baking sheet and brush with egg wash. Bake for 12-14 minutes until scones are golden. If you are unsure if scones are done, carefully lift one and check the bottom of the scone. If it's lightly browned, it's done.