Rub the butter into the flour until mixture resembles fine breadcrumbs.
Add the milk, blue cheese and thyme and stir with a round bladed knife & stir until mixture comes together. Turn onto a lightly floured bench and knead only until just smooth.
Pat out mixture until approx 2.5cm thick, measuring 16cm x 16cm and using a sharp knife, cut into 9 squares. Place scones on a paper lined tray, brush them with extra milk and bake at 220c for 15-20 minutes or until golden brown, scones should sound hollow when tapped. Remove scones from oven and wrap in a clean towel for 5-10 minutes.
Serve warm with caramelised onions and extra blue cheese if prefered.