Preheat the oven to 375. Line a large baking sheet with parchment paper or a silpat mat.
In the bowl of a food processor, fitted with a metal blade, combine the flour, sugar, baking powder, salt, and nutmeg. Add the butter, and pulse until coarse crumbs are formed.
Pour the mixture into a large mixing bowl. Toss in the currants. Add the milk and egg and stir just until combined.
Lightly flour a work surface. Place the dough onto the surface and dust with flour. Roll the dough out to ½-inch thick and cut into 36 small squares. Place them on the prepared baking sheet. Alternatively, you can drop the batter into small portions or scoops on the prepared tray.
Bake for 15 minutes until golden brown. Cool on a tray before serving.