How to Make It
Line a baking sheet with parchment paper. In a large bowl, whisk the flour with the sugar, baking powder, baking soda and salt. Scatter the cubed butter over the dry ingredients and, using your fingers, pinch the butter into the flour until the mixture resembles very coarse crumbs, with some of the butter the size of small peas. Gently stir in the milk, cheddar and jalapeños just until a shaggy dough forms.
Turn the dough out onto a lightly floured work surface and knead gently just until it comes together. Pat the dough out to a 1/2-inch-thick rectangle. Using a 3-inch round biscuit cutter, stamp out 10 to 12 biscuits. Gently press the scraps together and stamp out more biscuits. Arrange on the prepared baking sheet and freeze for 30 minutes.
Preheat the oven to 375°. Brush the biscuits with the beaten egg and bake until golden brown, about 15 minutes. Serve hot or warm.