Remove butter from the refrigerator and cut into 1 Tbsp. portions. (You may cut them into even smaller pieces if desired). Put them back into the refrigerator. Cold butter is imperative!
Preheat your oven to 450 degrees.
Mix all the dry ingredients together in a medium-sized bowl.
Remove the butter from the refrigerator and cut into the dry ingredients with a pastry cutter. Cut just until you see small chunks of butter (no larger than peas). Don't try to completely blend all the butter in until it disappears. Those small pieces of butter are important.
Slightly beat the egg with the milk and add to the flour/butter mixture. Mix until just combined. Don't add more floour or keep stirring the dough, even though it is sticky.
Generously flour a large surface (such as a clean counter or big cutting board).
Put the dough on top of the flour and add more flour to the top of the dough. Knead 10-15 times. If it is too sticky, add a little more flour.
Roll or pat the dough so that it is 3/4 to one inch thick. This height is important. Anything smaller than this will not give you the tall biscuits you desire.
Using a large cup or glass, cut the biscuits out and place them on a lightly greased cookie sheet. When you cut out the biscuits, do not rotate the cup back and forth. Just push it down and lift straight up.
Keep collecting and gently rolling the remaining dough so that you can cut out more biscuits.
Bake for 10-15 minutes until golden brown on top.
Notes
If desired, brush butter on the top of the hot biscuits.