Line a baking sheet with parchment paper and set aside.
Add the flour, sugar, baking powder, and salt to a large bowl. Whisk together until well combined.
Add the butter to the flour mixture and use your hands, working quickly, or a pastry cutter to cut the butter into the mixture. It should resemble large peas when it's ready.
Mix the milk and discard together in a smaller container, then pour this mixture into the large bowl. Use a wooden spoon to mix until mostly incorporated. There might be dry bits in the dough, that's fine.
Tip the dough out onto a clean, smooth surface. Use your hands, working quickly, to incorporate any dry pieces of dough and bring the dough together.
Pat the dough into a rough rectangle about 3 cm (1-inch) thick. Cut this into four pieces, then stack those pieces on top of each other to form a tower.
Lightly flour the work surface, then roll the tower out with a rolling pin to a rectangle about 3 cm (1-inch) thick. Cut into 9 squares, as equal as possible.
Place the biscuits onto the prepared baking sheet and place in the freezer for 10-15 minutes. If you don't have space in the freezer, they can go into the refrigerator for 45-60 minutes instead, covered.
While the biscuits are chilling, preheat the oven to 400°F (200°C). Brush the tops of the biscuits with milk. Bake for 22-25 minutes, or until the tops and sides are golden.
Cool the biscuits on a wire rack for at least 10 minutes before serving. These are best eaten the day of baking, but can be stored up to three days in a sealed container, or frozen up to one month.
Notes
If you're using salted butter, use ½ teaspoon of salt. If your butter is unsalted, go for the full teaspoon.