Preheat the oven to 200 C / Gas 6. Lightly grease a baking tray.
Sift the flour, paprika and salt into a large mixing bowl add the butter and rub in with your fingers until the mixture resembles fine breadcrumbs.
Reserve a tablespoon of the grated cheese and add the rest to the flour mixture and stir together.
Mix the egg and milk together in a small bowl, reserve a tablespoon of the mixture and pour the rest into the flour mixture.
Lightly flour a clean work surface then roll out the dough to about a 5 to 10mm thickness. Cut into shapes using cutters of your choice, then glaze with the reserved egg mixture. Sprinkle the shapes with the leftover cheese then transfer to the prepared baking tray.
Bake in the oven for 10 minutes, until golden brown. Remove from the oven and serve warm or allow to cool on a cooling rack before serving.