Mix together the flour, baking powder, salt, cayenne and cheddar, reserving just a little to sprinkle on the tops of the scones.
In a separate bowl, beat the egg and add the milk and oil.
Add the liquid mixture to the flour mixture and combine together with a spoon and then your hands. If the mixture won't hold together, add a splash more milk until it does.
Use your hands to flatten the dough until it's about half a centimetre thick. Fold in half and flatten again to the same thickness.
Use a cutter of your choice to press out the scones and arrange them on a baking tray. They don't spread much so you don't have to worry about leaving a large gap between each one. Sprinkle the reserved cheddar over the tops of the scones and place in the oven for 15-20 minutes, until golden.