01 - Preheat oven to 400°F. Line a baking sheet with parchment paper.
02 - Whisk together flour, baking powder, salt, black pepper, and smoked paprika in a large bowl.
03 - Add cold, cubed butter to the flour mixture. Rub in using fingertips or a pastry cutter until mixture resembles coarse crumbs.
04 - Stir in grated cheddar cheese and chopped fresh chives or parsley.
05 - Whisk milk and sour cream together separately, then gently fold into dry ingredients. Mix just until combined; avoid overworking dough.
06 - Turn dough onto a lightly floured surface and pat into a 1-inch-thick circle.
07 - Cut the dough circle into 8 wedges and place on the prepared baking sheet.
08 - Beat the egg and brush over the tops of each wedge for a glossy finish.
09 - Bake in preheated oven for 16 to 18 minutes until golden brown and cooked through.
10 - Allow scones to cool slightly on a wire rack. Serve warm with softened butter.