Preheat the oven to 180°C (356°F).
In a bowl, mix the flour, baking powder, sugar, and salt.
Finely crush the tea leaves from the Earl Grey tea bags and add them.
Cut cold butter into the mixture and rub quickly with your hands until crumbly.
Add milk and egg, and gently knead the dough.
Flatten the dough and cut it into triangle shapes.
Place shapes on a baking sheet lined with parchment paper.
Bake in the oven at 180°C (356°F) for 20 minutes.