Preheat the oven to 450℉. Line a large baking sheet with parchment paper.
In a large bowl whisk together the flour, baking powder, cream of tartar, and sugar. Cut in the cubed butter with a pastry cutter until butter pieces are the size of peas. Stir in the shredded cheese.
Whisk together the egg and milk and stir it into the flour/butter/cheese mixture until a loose dough forms. Turn onto a lightly floured counter and knead just until the dough comes together. Do not overwork.
Roll the dough into a long skinny rectangle shape (about 18"X3"). Slice into 18 strips. Wrap a strip of dough around each piece of pepperoni, pinching to close the seam. Place seam down on the prepared baking sheet and bake in the preheated oven for 8-10 minutes or until the cheese is golden brown. Serve warm with honey mustard sauce (recipe below). Enjoy!
Honey Mustard Sauce
Mix the mustard, mayonnaise, honey, and paprika to make a sauce.