Preheat oven to 375°F and line a baking sheet with parchment paper.
Sift together dry ingredients. Cut in butter with two knives or a pastry blender, until mixture resembles a coarse meal (but still leaving larger chunks of butter - this works best if done in two batches).
Separate egg, reserving the white for later, and beat yolk with milk. Stir into dry ingredients, until mixture comes together. It will be sticky.
Put lemon into a food processor or blender and pulse until chopped. Fold into dough quickly, but do not overwork it.
Turn dough out onto a floured surface and pat into a 7-inch circle. Cut into wedges and place into prepared baking sheet.
Brush scones with egg white and sprinkle with sugar, if desired. Bake 22-25 minutes, or until golden brown.