Preheat oven to 425°F (220°C). Line a baking sheet with parchment paper.

In a large bowl, whisk together flour, sugar, baking powder, kosher salt, chopped sage, and pepper. Add cold butter, tossing to coat. Using a pastry blender or your hands, cut in butter until mixture is crumbly and butter pieces are pea-size. Stir in cheese and apple. Add cold buttermilk, and fold until a shaggy dough forms.

Turn out dough onto a lightly floured surface. (Dough will be crumbly and almost dry.) Pat dough into a rectangle about 1 inch thick. Using a lightly floured rolling pin, roll dough into about a 15x6-inch rectangle. Using a bench or bowl scraper, fold dough in thirds like a letter. Rotate dough 90 degrees. Repeat rolling, folding, and rotating three times. (Dough will seem too shaggy to do this to start but will be easier to work with as you go.)

Pat or roll dough into a 9½x7½-inch rectangle (about 1 inch thick). Using a sharp knife or a floured bench scraper, trim 1⁄4 inch off all sides, if desired. (See Notes.) Cut dough into 12 biscuits. Place 2 inches apart on prepared pan. Freeze until firm, about 10 minutes.

In a small bowl, whisk together egg and 1 tablespoon (15 grams) water. Brush egg wash onto biscuits; top with sage leaves (if using), and sprinkle with sea salt (if using).

Bake until golden brown, 15 to 20 minutes. Serve warm with softened butter.