01 - Set oven to 400°F. Line a baking sheet with parchment paper.
02 - Whisk together all-purpose flour, baking powder, salt, black pepper, and dried thyme in a large bowl.
03 - Add cold cubed butter to the flour mixture and rub with fingertips until mixture resembles coarse crumbs.
04 - Fold in grated cheddar and Parmesan cheeses evenly into the mixture.
05 - Whisk whole milk and egg together in a small bowl, then add to dry ingredients. Stir gently until just combined without overmixing.
06 - Turn dough onto a lightly floured surface and gently pat into a 1-inch thick round.
07 - Cut dough into 8 equal wedges and transfer to prepared baking sheet.
08 - Brush tops lightly with milk to encourage golden browning.
09 - Bake for 16–18 minutes until golden brown and cooked through.
10 - Allow scones to cool slightly before serving warm.