Preheat oven to 425 degrees F. In a small bowl, whisk together milk and egg until blended; set aside. Blend flour, baking powder, salt, sage, and pepper in a food processor or large bowl. Add cold butter and pulse or quickly blend with your fingertips until mixture resembles coarse meal. Do not overmix. Add milk mixture and process just until moist clumps begin to form. Transfer dough to a floured surface.
Knead dough until it holds together, about 6 turns. Roll out dough to 1/2-inch thickness. Using a floured 2-1/2- to 3-inch biscuit or cookie cutter, cut out biscuits. Reroll scraps and cut remaining biscuits. Transfer to a large nonstick or lightly greased baking sheet.
Bake until golden brown, 10 to 12 minutes. Serve warm. Makes 12 to 15 biscuits.