Preheat oven to 425F and arrange rack to the upper third of the oven. Lightly coat a baking sheet well with a nonstick spray and set aside. Place flour, salt and cayenne pepper in a large mixing bowl and whisk lightly to blend. Cut butter into the mixture with a pastry blender or two knives until mixture resembles very coarse bread crumbs. Add the cheese and toss to mix. Lightly beat the egg with the milk, then slowly add to the dry mixture, stirring to form a dough. Turn dough out onto a lightly floured surface and pat or roll into a smooth circle with about a 6 to 6 1/2-inch diameter. Cut dough into 8 wedges and arrange about 1 inch apart on the prepared baking sheet. Lightly beat the egg white with about 1 tsp of cold water until frothy, then brush evenly over the top of each wedge. Bake 10-15 minutes or until golden.