Preheat oven to 400 degrees F and place rack in center of oven. Line a baking sheet with parchment paper.
In a large mixing bowl, sift or whisk together the flour, baking powder, salt and sugar. Cut the butter into the dry ingredients until the mixture resembles coarse crumbs (use pastry blender, two knives, or fingertips). Add the milk and slightly beaten egg and stir until just combined. (The texture should be sticky, moist and lumpy.)
Place mixture on a lightly floured surface. Knead the dough gently until it comes together and is a smooth dough.
Roll out dough to about a 1/2 inch thickness. Cut out biscuits with a lightly floured round cookie cutter. Place on prepared baking sheet and brush the tops with the beaten egg and milk mixture and bake for about 10 - 15 minutes or until the tops are golden brown and a toothpick inserted in the center of the biscuit comes out clean. Remove from oven and cool.