Preheat oven to 425°F and line a baking sheet with parchment paper.

In a large bowl, whisk together flour, sugar, baking powder, cinnamon, and salt.

Add cold, cubed butter to the dry ingredients. Using a pastry cutter or your fingers, work the butter into the mixture until it resembles coarse crumbs.

In a small bowl, beat the egg and mix with milk. Pour into the flour mixture and stir until just combined.

Fold in the diced apples until evenly distributed throughout the dough.

Turn the dough out onto a floured surface and knead gently a few times. Pat the dough into a 1-inch thick round.

Cut the round into 8 wedges and place on the prepared baking sheet, leaving space between each scone.

Remove from the oven and let cool on the baking sheet for 5 minutes before transferring to a wire rack to cool completely.