Preheat the oven to 200oC
Mix together baking powder, flour and a good pinch of salt and cayenne pepper in a large bowl
Rub in butter to give the texture of fine breadcrumbs. Make a well in the centre
Combine the egg and milk and pour into the well. Stir to loosely combine then add in the pistachios, Parmigiano Reggiano and thyme. Continue to combine until a dry dough is formed, adding more milk if necessary
Tip the dough onto a floured work surface and roll out to 2.5cm thick. Cut into triangles and transfer to a lightly greased baking tray
Brush the scones with milk and bake in the oven for 14-18 minutes until golden brown. Leave to cool
Serve the scones sliced open, spread with mascarpone and topped with pesto and slices of Parma Ham