Mix the flour, baking powder, salt and sugar together well in a baking bowl. Knead the butter in small pieces. Add the egg and the milk spoon by spoon until a smooth dough is formed.
Work in the cheese and roll out on a floured baking board. Cut out round slices with a wine glass and place on a baking sheet.
Knead the rest of the dough back together and cut out more slices. Bake in the preheated oven at 200 to 225 degrees for about 15 minutes until the surface has turned golden brown.