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

In a large mixing bowl, combine the flour, baking powder, salt, and sugar. Whisk until well blended.

Grate the cold butter into the flour mixture and work it in until it resembles small pea-sized clumps.

Stir in the shredded cheddar cheese, crumbled bacon, and scallions until evenly distributed.

Make a well in the center, pour in the milk and beaten egg, and gently fold until a shaggy dough forms.

Turn the dough onto a floured surface and knead gently just until it holds together, about 5-7 times.

Pat the dough into a circle about 1-inch high, then cut into eight wedges.

Place the scone wedges on the baking sheet, spaced about 1 inch apart, and bake for 18-20 minutes.

Remove scones from the oven, cool on the sheet for 5 minutes, and serve warm.