Preheat the oven to 180 C / Gas 4. Grease and line a baking tray.
Rub the butter into the flour until it resembles fine breadcrumbs. Mix in the baking powder and salt then add the egg yolk, milk and cheese. Knead gently into a dough. Turn out onto a lightly floured board and roll out to a 1cm thickness. Using a biscuit cutter, cut into rounds. Arrange the biscuits on the prepared baking tray.
Bake in the preheated oven for 15 to 20 minutes until golden brown. Remove from the oven and cool.