Preheat the oven to 220°C. Lightly flour a baking tray.
Sift the flour, mustard & chilli powder into a mixing bowl.
With your fingers rub the butter into the flour until you get a mixture similar to breadcrumbs. Stir in the chives and the grated cheese.
Put aside 1 tablespoon of milk then pour the rest in the dough gradually, whilst stirring with a spatula to combine. The dough should be soft but not too sticky!
Transfer the dough onto a floured surface and knead gently, then roll out to a thickness of 2.5 cm. Using a 5cm diameter cutter (or a glass) stamp out 8 scones. Re-knead then roll the trimmings and cut out more scones.
Place the scones on the baking tray. Brush them with the milk and bake in the oven for 12-15 minutes until golden.
Cool on a wire rack.