Preheat the oven to 200°C (Gas mark 4/400°F).
Sift the self-raising flour, baking powder and a pinch of salt into a large bowl. Mix with a wooden spoon to combine.
Cut the butter into small cubes. Add them to the flour, then rub in with your fingertips until the flour has the consistency of fine breadcrumbs.
Finely grate the Grana Padano cheese and set aside 20g for later. Add the remaining 80g of Grana Padano to the bowl along with the herbs and mix with a wooden spoon to combine.
Add the milk a little at a time, mixing with the wooden spoon in between until combined. Pull the mixture together with your hands until you have a ball of dough.
Tip the dough out onto a floured surface and roll out to around 2.5cm thick. Cut circles from the dough using a round cutter (use a fluted cutter for the traditional scone look), and place on a baking tray.
Whisk the egg with a splash of milk, then brush all over the scone tops to glaze. Sprinkle over the remaining grated Grana Padano cheese to top each scone.
Bake in the pre-heated oven for 10-15 minutes until risen and golden all over.
Remove from the oven and place on a cooling rack until cool enough to handle.
Serve warm or cold.
Split and spread with butter, then top with slices of Prosciutto di San Daniele to serve.