Preheat the oven to 425 degrees.

Whisk together all-purpose flour, baking powder and salt in a bowl.

Dice cold butter into small chunks and add to the flour.

Using a pastry cutter, cut butter into the flour until it's about the size of peas.

In a small bowl, mix together buttermilk and the egg.

Add buttermilk/egg mixture to the flour and mix until just moistened.

Add the blue cheese and fold into dough until roughly combined.

Place dough onto a floured surface and knead dough 5-6 times until dough is smooth.

Roll the dough to be about 1/2" thick.

Using a round biscuit cutter or glass, cut out biscuits from dough.

Place biscuits onto a parchment lined sheet pan.

Mix 1 egg with a teaspoon of water to make an egg wash and brush on top of the biscuits.

Sprinkle the tops with a pinch of sea salt, if desired.

Bake biscuits for 20-25 minutes, until browned.