Preheat oven to 400°F (200°C). Line a baking sheet with parchment paper.

In a large bowl, whisk together flour, baking powder, salt, and pepper.

Cut in the cold butter using a pastry blender or your fingers, until the mixture resembles coarse crumbs.

Stir in the Gruyere cheese and fresh thyme leaves.

Add milk and mix until just combined. Do not overmix.

Turn the dough out onto a lightly floured surface. Gently pat it into a ¾-inch thick disc.

Cut out the scones using a round cookie cutter.

Place the scones on the baking sheet and brush them with the beaten egg.

Bake for 15-20 minutes, or until golden brown.

Let cool slightly before serving.