Pre-heat oven to 400F (200C) and line a cookie sheet with parchment paper.
In a small bowl beat together the egg and milk, set aside.
In a large bowl whisk together the flour, baking powder, salt, sugar and zest. Add the cold butter and mix to form coarse crumbs. Add the egg mixture and mix with a fork or spatula just until combined (about 15 or 16 stirs).
Drop the batter by heaping tablespoons (6 mounds) on the prepared cookie sheet. Bake for approximately 15-18 minutes or until lightly golden (a little darker on the edges). Move to a wire rack to cool. Enjoy!
If you find the dough too dry then add 1/2 tablespoon of milk at a time. But it should be fine with these measurements.If you want to add extras such as chocolate chips or dried fruit (about 1/4 cup) then toss them into the mixture with the egg mixture.