Preheat the oven to 425°F.

In a small bowl, whisk together milk and egg until blended. Set aside.

Blend flour, baking powder, salt, sage, black pepper and cayenne (if using) in food processor or large bowl.

Add cold butter and pulse, or quickly blend with your fingertips, until mixture resembles coarse meal.

Do not over mix.

Add milk mixture and process just until moist clumps begin to form.

Transfer dough to a floured surface and knead until dough holds together, about 6 turns.

Roll out dough to a thickness of 1/2-inch.

Using a floured 2-inch biscuit or cookie cutter, cut out biscuits.

Reroll scraps and cut remaining biscuits.

Transfer biscuits to a large nonstick baking sheet.

Bake until golden brown, about 12 minutes.