How to Make It
Heat oven to 350° F. Spread the pecans on a rimmed baking sheet and toast, tossing occasionally, until fragrant, 6 to 8 minutes. Let cool then chop.
Whisk together the flour, Cheddar, baking powder, pecans, and 1 teaspoon each salt and pepper in a medium bowl. Add the butter and blend with a pastry blender or your fingers until crumbly. Add the milk and stir until just combined (do not overmix).
Transfer the dough to a lightly floured surface and form into a 6-inch square. Using a chef’s knife or pizza cutter, cut into 36 squares; transfer to a baking sheet. Bake, rotating the sheet halfway through, until golden, 22 to 26 minutes.
Split the scones and spread with butter and sandwich with prosciutto.