Preheat oven to 200 C / Gas 6. Lightly grease two baking tray.
In a large bowl, combine flour, sugar, baking powder and salt. Rub in butter. Mix the egg and milk in a small bowl, add the sultanas and stir into flour mixture until moisten a moist dough.
Turn dough out onto a lightly floured surface, and knead briefly. Roll dough out into a 2cm thick round. Using a round cutter, cut out and place on the prepared baking tray, repeat until all the dough has been used up.
Glaze the tops with milk and bake 15 minutes in the preheated oven or until golden brown.