Preheat oven to 400°.
Combine the first 5 ingredients, and cut in margarine with a pastry blender or 2 knives until mixture resembles coarse meal. Combine milk and egg; add to flour mixture, stirring just until moist (dough will be sticky).
Turn dough out onto a lightly floured surface, and knead 4 or 5 times. Pat dough into an 8-inch circle on a baking sheet coated with cooking spray. Cut dough into 12 wedges, cutting into, but not through, dough. Bake scones at 400° for 15 minutes. Serve scones warm.