With a sharp knife and a cutting board, cut open the jalapeños and scrape the seeds out with the tip of the knife. Use care as you do this because the seeds contain oils that can burn you. Wash your hands well after de-seeding the peppers, so you will not transfer the hot oils to your face or other body parts. Use a cutting board to chop the jalapeños finely.
Preheat the oven to 400 degrees and line a large baking pan with large sheet of parchment paper.
In a large bowl, stir together the flour, baking powder, baking soda, sugar, and salt.
Cut the butter into cubes and add it to the bowl. Use a pastry blender to cut the butter into the dry ingredients. Continue cutting the butter in until it is in tiny pieces and the mixture resembles cornmeal.
Add the jalapeños and cheese to the mixture, stirring it together until they are fully blended into the bowl.
Crack the egg into the buttermilk and beat them together with a fork.
Add the buttermilk and egg to the flour mixture. Use a large wooden spoon or a spatula to fold the wet ingredients into the dry ingredients. You just want to moisten the dry ingredients. You do not want to beat the mixture, just get all the flour wet.
Turn the dough out onto a lightly floured surface, using your hands to press the dough together. Press the dough into a disc that is about an inch thick. Cut the disc into 8 to 10 wedges.
Use a spatula to transfer the scone wedges to the parchment lined pan.
Put the pan into the center of your preheated oven and bake the scones for 15 to 20 minutes until they are golden brown on top.
Let the scones cool on the pan for about 10 minutes before using a spatula to remove them from the pan. Serve the scones warm.