Line a cookie sheet with parchment paper or coat with no-stick cooking spray.
With the oven rack in the centre position, preheat to 375℉
Mix the dry ingredients well. Using a whisk combine the flour, baking powder and salt.
Cut in the cold butter, using a knife or pastry cutter, Small bits of butter should be visible. Add the cheese, nuts and parsley. Add the milk and stir only to combine, don't over mix.
Turn the dough out on a floured surface and divide in half. Knead each piece 3 times and form into ¾ inch discs. Cut each disc into 8 wedges, and brush tops with egg. Place on a baking sheet approximately 1" apart.
Bake for 15 - 18 minutes or until they are just beginning to turn golden.