Preheat oven to 425 degrees F.
In a medium bowl, stir together flour, baking powder, and salt.
Add room temperature butter and use a fork or pastry blender to mix. The mixture should resemble coarse crumbs.
Make a well in the center of the butter and flour mixture, then add milk all at once and mix just until the dough pulls away from the sides of the bowl (dough will be sticky and a little lumpy). Let the dough rest for 2-3 minutes.
On a floured surface, lightly knead dough by hand until smooth (about 30 seconds), then roll dough out with a rolling pin until the dough is even and about ¾" thick.
Cut dough with a 3-4" round biscuit cutter or the bottom of a cup/jar (you can also cut into squares using a sharp knife) and place 1-2" apart on a lightly greased baking dish.
Use your thumb and make a small indent on the top of the biscuit. (This will help them rise straigh on all sides)
Beat egg in a small bowl with the milk. Using a pastry brush, brush the tops of the biscuits.
Bake in a preheated 425 degree oven for 12-14 minutes, or until lightly golden brown.
Remove from the oven and brush with melted butter if desired. Serve warm, and enjoy!