Preheat oven to 400 degrees. Line a baking sheet with parchment paper
In a large bowl, whisk together flour, sugar. baking powder, salt and pepper. Add cold butter and Gruyere, tossing to coat. cover and freeze for 15 minutes. Stir in prosciutto and dill.
In a small bowl. whisk together milk and 1 egg. Add milk mixture to flour mixture, stirring and folding just until moistened. Turn out dough onto a heavily floured surface. using well-floured hands, kneed dough 5 to 10 times, about 1 minute. Shape dough into 8 inch circle. Using a bench scraper or sharp knife, cut into 8 wedges. Place about 1 1/2 inches apart on prepared pan.
In a small bowl, whisk together cream and remaining 1 egg. Brush egg wash onto scones. sprinkle with sea salt and pepper, if desired.
Bake until golden brown 12 to 17 minutes. Let cool slightly; serve warm with butter.