Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper.
In a large mixing bowl, whisk together the flour, baking powder, salt, and ground black pepper.
Add the cold, cubed butter to the flour mixture. Use a pastry cutter or your fingers to work the butter into the flour until the mixture resembles coarse crumbs.
Stir in the shredded cheddar cheese until evenly distributed.
Gradually add the milk, stirring until the dough comes together. Do not overmix.
Turn the dough out onto a lightly floured surface and gently knead it a few times. Pat the dough into a 1-inch thick circle.
Cut the dough into 8 wedges and place them on the prepared baking sheet.
Bake for 18-20 minutes, or until the scones are golden brown and a toothpick inserted into the center comes out clean.
Allow the scones to cool slightly before serving. Enjoy!