Preheat your oven to 425°F (220°C) to ensure the biscuits rise beautifully.
In a large mixing bowl, whisk together the all-purpose flour, baking powder, and salt until well combined.
Add the cold, shredded butter to the flour mixture. Use a pastry cutter or your fingers to work the butter into the flour until the mixture resembles coarse crumbs.
Gently fold in the shredded mozzarella cheese, distributing it evenly throughout the dough.
Pour in the cold milk and mix gently with a spatula until just combined. Avoid overmixing to keep biscuits light and airy.
Turn the dough onto a floured surface and knead gently a few times. Pat into a 1-inch thick rectangle. Cut out biscuits using a biscuit cutter or sharp knife and place them on a parchment-lined baking sheet.
Beat the egg in a small bowl and brush it over the tops of the biscuits to achieve a golden color when baked.
Bake the biscuits in the preheated oven for 12-15 minutes until golden brown and cooked through.
Remove from oven and cool slightly on a wire rack. Serve warm and enjoy the cheesy, buttery goodness!