Freeze butter for 5 minutes, then grate using a cheese grater. Return to the freezer.
Whisk together the cold buttermilk and egg. Refrigerate until ready to use.
In a large bowl, whisk together the gluten-free flour, baking powder, baking soda, and salt.
Add the grated butter and gently toss to distribute, pinching the dough slightly to combine.
Pour in the buttermilk mixture and stir just until a soft dough forms. Do not overmix.
Lightly flour your work surface and gently roll the dough 3/4–1 inch thick. Fold the dough over itself a couple of times, then pat back down. Cut with a small biscuit cutter, pressing straight down without twisting.
Grease a cast iron skillet with butter and arrange biscuits close together. A parchment-lined baking sheet also works, but cast iron is my favorite!
Cover with plastic wrap and freeze for 5 minutes.
Whisk together the egg and milk or water for the egg wash. Brush over the biscuit tops.
Bake at 400°F for 10–15 minutes, until risen and golden brown.
Cool for a few minutes and serve warm with butter, honey, or jam. Store leftovers in an airtight container.