Preheat your oven to 220°C (425°F) conventional (see note 2 if using a convection oven with a fan) and line a large baking tray with parchment paper. Set aside.
In a large bowl, whisk together the flour, baking powder, salt, and sugar until well combined.
Add in cold, cubed butter. Using a pastry cutter or your fingers, work it into the flour until the mixture looks like coarse crumbs with small pieces of butter throughout.
Pour in cold milk and gently mix with a fork (I like to fluff the mixture) until you have a shaggy dough. Be careful not to overmix.
Bring the dough together into a ball, then turn it out onto a lightly floured surface. Be careful not to over-knead or over-mix. Gently press it into a rectangle about ¾-inch thick.
Dip a 2½-inch cookie cutter (or straight-edged glass) in flour, then cut out the scones by pressing straight down—don’t twist. Gather the scraps, reshape, and cut again until you have about 9 scones.
Place the scones onto the prepared tray, close together (about ½-inch apart). Brush the tops with milk for a golden finish.
Bake for 15 minutes, or until the tops are golden brown. If the butter has softened before baking and the dough feels very soft, chill the scones in the freezer for 10 minutes before baking (see note 3).
Let the scones cool on the tray for 15 minutes before serving. For cream-filled scones, allow them to cool completely to room temperature so the cream doesn’t melt.