Combine flour, salt, baking powder and sugar together. Cut in the chilled butter pieces until the flour becomes a mealy texture (the size of peas). Add the milk and cheese working in the last two ingredients just until a dough has formed. Kneed the dough for 3 minutes and let rest for 30 minutes under refrigeration.
Knead the dough quickly for another 30 seconds on a lightly floured work surface. Press dough flat and fold in half Repeat pressing down and folding 6 or 8 times. Roll out with a rolling pin to about 1/2".
Preheat oven to 425°.
Cut dough into rounds of preferred size. For trim, browned-all-over biscuits, leave space around each on the pan. For biscuits that are high, soft, and golden in color, place them in the pan touching. Place on an ungreased baking sheet and brush with egg yolk-water mixture.
Bake in 425° oven until lightly browned. This will be about 12 minutes for the small biscuits and 15 for the large.
Final Step: Serve hot or, if for hors d'oeuvres, cool and split open for ham slice or spreads.
To freeze, seal in plastic bag. To reheat, place biscuits in a brown paper bag and heat in a 300° oven for 10 minutes or until warmed through.