Preheat the oven to 400F and position the rack in the middle of the oven.
In a large bowl, whisk together the flour, baking powder, salt, and pepper. Add the butter pieced and mix until blended or mix with a fork so that the dough is somewhat crumbly.
Stir in the cheese, jalapeno, and milk, being careful not to overmix.
Transfer the dough to a lightly floured surface and form a dough circle about ½-inch thick. If the dough is still crumbly, add another tablespoon of milk. With a long knife cut the dough into 12 wedges.
Place the wedges in a circle in a lightly greased 12-inch cast-iron skillet, leaving some space in between.
Brush with the beaten egg and bake for 20 to 25 minutes, or until golden.