Preheat oven to 220°C.
Sift the flour, salt and cayenne into a large bowl. Lightly rub the butter into the flour until the mixture resembles breadcrumbs. Stir through half of the cheese.
Use a knife to stir in enough milk to form a soft dough. Turn out onto a lightly floured board and gently pat out to 2-2.5cm thickness. Use a floured 7cm cutter to cut out scones. Place on buttered baking trays, brush with a little milk and sprinkle over remaining cheese.
Bake in the oven for 12 minutes or until golden brown. Serve warm with extra butter.