Beat egg with 2 tablespoon milk and season with salt and pepper.
Sift the flour, mustard and nutmeg together into a bowl. Cut the butter into small pieces and place in bowl with flour.
Rub in the butter with your fingertips (alternatively this can be done in a food processor). Once mixture resembles breadcrumbs stir in the grated cheese and then the beaten egg to bind together, if a little dry add some more milk or cold water.
Knead together with your hands and wrap in cling film to chill in fridge for 20 minutes.
Preheat oven to 190/Gas 5
Roll out dough on floured surface to make a rough square shape approx. 1.5cm thick. Cut dough into strips and place on a greased non-stick baking sheet and bake for 15 minutes until golden and crispy.
Dust lightly with paprika and cool on a wire rack, best served warm.