In a large mixing bowl, combine the flour, baking powder, salt, and cayenne pepper.

Add the cubed butter to the flour mixture. Using your fingers or a pastry blender, rub the butter into the flour until the mixture resembles coarse breadcrumbs.

Gradually add the milk to the mixture, stirring until a soft dough forms. Be careful not to overwork the dough.

Turn the dough out onto a lightly floured surface and knead gently a few times to bring it together.

Roll out the dough to about 3/4 inch thick. Using a round cutter or a knife, cut out scones into your desired size and shape.

Preheat your air fryer to 350°F (about 175°C) for a few minutes. If your air fryer requires preheating, follow the manufacturer's instructions.

Lightly brush the air fryer basket with oil or use parchment paper cut to size to prevent sticking.

Arrange the scones in the basket, leaving some space between each for air circulation. You may need to cook them in batches depending on the size of your air fryer.

Lightly brush the tops of the scones with milk or a beaten egg for a golden finish.

Sprinkle some additional grated cheese on top of each scone.

Air fry the scones at 350°F (175°C) for about 15-20 minutes, or until they are risen and golden brown. The cooking time might vary based on the air fryer model and the size of your scones.

Let the scones cool for a few minutes before serving. They are best enjoyed warm, with butter, cream cheese, or your favorite spread.