Preheat oven to 450 degrees F. Line a cookie sheet with baking paper and spray with a generous amount of non-stick cooking spray.
Sift the dry ingredients and seasonings in a medium bowl, then add the cheese. Add milk or soy milk, vinegar, and oil, mixing just until the dry ingredients are moistened.
Divide dough into 2 balls. Knead each ball gently - 3 times - on a surface floured with 1 tablespoon soy or regular flour. Pat dough into 2 (7-inch) disks and cut out 2-inch rounds using a drinking glass or cookie cutter dipped in flour.
Lay scones out on prepared cookie sheet. Brush with egg to glaze. Bake 10-12 minutes, or until golden brown. You can serve them warm or at room temperature.