Preheat the oven to 375 degrees and prepare a baking sheet with a silicone baking mat or by lining it with a piece of parchment paper.

In a medium sized mixing bowl add the flour, baking powder, sugar, salt, cayenne pepper, and black pepper.

Finely grate the frozen butter and add it to the flour mixture. Using a pastry blender or a fork, make sure that all the pieces of butter are broken up and no large clumps remain. Butter pieces should be smaller than pea sized.

Stir in the shredded cheddar cheese.

In a liquid measuring cup, whisk together the cream and egg. Add this to the flour mixture and stir just until all the liquid is absorbed and the dough starts to form a ball.

With your hands, gently knead the ingredients in the bowl a few times so the dough is no longer sticky and most of the flour has been incorporated. This should only take 3-4 kneads. 

Turn the dough out onto the prepared baking sheet. Pat and shape the dough into an 8 inch round, approximately 1 inch thick. Cut into 8 wedges and gently separate the wedges.

Bake the scones at 375 degrees for about 20 minutes or until the tops are golden brown. Allow the scones to cool on a wire rack for 10 minutes, Serve warm.