With a pastry blender, or two knives, cut in the shortening until mixture resembles coarse crumbs. Add milk and mustard to dry ingredients and mix lightly with a fork until mixture clings together and forms a soft dough. Turn dough out onto a lightly floured surface and knead gently 5 or 6 times. Divide dough in half. Repeat with remaining dough.
Place scones one inch apart on prepared pan.
Pierce tops with the tines of a fork. Brush tops with water and sprinkle with remaining cheese. Bake for 15 to 18 minutes, or until golden brown. In medium bowl, mix baking powder, soda, thyme, salt and 2 cups flour. With pastry blender or 2 knives, cut in butter until it resembles coarse crumbs.