Sift the self raising flour, baking powder, xanthan gum, salt and cayenne pepper into a large bowl.
Add the butter to the bowl of sifted flour. Rub the butter through the flour mixture with your fingers until the mixture resembles breadcrumbs.
Add the grated cheese and mix through the flour and butter.
Whisk the milk and eggs in a bowl until combined. Pour this mixture into the dry ingredients and use a butter knife to fold it through until only just combined.
Place the dough onto a lightly floured board, and with lightly floured fingers, press the mixture down to a thickness of 5cm (do not over-work the dough). Using a 6cm scone cutter, cut rounds from the middle, working outwards. Place rounds in a baking dish. Brush with milk and sprinkle with cheese.
Bake scones in the oven for 15-20 minutes.