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Preheat the oven to 375°F/190°C. Line a baking sheet with parchment paper or a silicone baking mat. Set aside.
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In a large bowl, sift together flour, baking powder, and cocoa powder. Stir in sugar. Cut in the butter using a pastry blender or use your fingertips to rub in the butter, until the mixture resembles fine crumbs, and there are small uneven pieces of butter throughout.
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Add white and milk chocolate and mix to distribute them evenly.
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Make a well in the center of the mixture, add the egg and vanilla, then add the milk gradually, mixing with a rubber spatula. Stop adding milk once you get a firm dough. Don’t overmix.
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Transfer dough to a floured surface and pat dough into a circle, about 1-inch (3 cm) thick. Using a 2.5-inch (6.5 cm) biscuit cutter, cut out about 6 rounds. Press the leftover dough into another ¾-inch thick piece and repeat the process to get 2-3 more biscuits.
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Place scones on prepared baking sheet, 2-inches apart. Bake for 15-20 minutes until cooked through, and springy to the touch. Transfer scones to a wire rack and leave to cool. Drizzle melted chocolate over the scones, if you like.
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Scones are best eaten the same day they are made, but leftovers can be frozen for 2 months. Reheat in the oven before serving.