Preheat the oven to 180°C (356°F).
In a bowl, mix cake flour, baking powder, sugar, and salt.
Add cold butter and use your hands to blend until the mixture resembles fine crumbs.
Cut open the Earl Grey tea bag and add the tea leaves, then mix well.
Combine milk and egg, pour into the dough, and gently mix together.
Form the dough into a single mass, flatten it, and cut into 6 pieces.
Place scones on a baking tray lined with parchment paper.
Bake at 180°C (356°F) for 20–22 minutes.