Preheat the oven to 425 degrees F.
Add the flour, salt, and pepper to a large bowl. With a box grater, grate the butter into the flour. Mix the butter into flour with your hands until well incorporated. Add the cheese, green onion and crumbled bacon. Mix until evenly distributed. Add the buttermilk and mix with a wooden spoon until the mixture forms a stiff dough.
Turn the dough out onto a lightly floured surface. With a rolling pin, roll the dough into a rectangle a 1/2-inch thick. Cut wedges of dough out to preferred scone size and arrange on a half sheet tray lined with parchment paper.
In a small bowl, beat the egg and brush each scone with the egg wash. Sprinkle with a little coarse sea salt and bake until nicely browned, about 14 to 16 minutes. Remove from the oven and arrange on a serving platter.