Preheat the oven to 200°C/gas 6. Lightly grease a baking sheet.
Sift the flour, baking powder and sea salt into a bowl. Rub the butter into the flour mixture until it resembles fine breadcrumbs. Stir in two-thirds of the grated cheese, followed by the mustard, thyme and cayenne.
Using a knife, gradually cut in enough of the milk to make a soft dough.
Roll out the dough on a floured surface to a thickness of 1.5cm. Cut into circles with a pastry cutter or upturned glass.
Place the circles on the greased baking sheet. Sprinkle them with the remaining cheese and bake for 12-15 minutes.
Transfer to a wire cooling rack for 5 minutes, then eat hot with lashings of good country butter.
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