Preheat oven to 400F. Line a baking sheet with parchment paper and set aside.
In a large bowl, mix together the dry ingredients: all-purpose flour, baking powder, baking soda and salt. Using a box grater, grate the butter into the flour mixture. Transfer the bowl to the freezer while you gather the wet ingredients, about 5-7 minutes.
Measure out the buttermilk and add the egg; whisk until combined. In a small bowl, make the egg wash, whisking together the egg and milk. Transfer both to the refrigerator.
Grab the bowl out of the freezer, and gently break up the butter and combine with the flour, using your hands, until it resembles small peas. Add the buttermilk mixture all at once to the flour mixture. Mix until barely combined; and lightly knead the dough. until it forms one solid mass. Sprinkle your kitchen counter with flour and dump the dough onto it. Press the dough into a 3/4-inch thickness.
Cut out the biscuits using a 2 1/2-inch biscuit cutter, ending up with about 6 biscuits. You can recombine the scraps and get 2 more biscuits. Transfer them to the baking sheet.
If you think you’ve been moving a little slow (like I was because I was..ahem..taking pictures), stick the baking sheet in the freezer for 5 minutes. This will get the bits of butter nice and cold again.
After the biscuits are cold, whisk the egg and a tablespoon of water together to create the egg wash and bake in oven or 10 to 15 minutes, until tall and medium golden brown.