Preheat oven to 425°F.
In large bowl, combine flour, cornmeal, sugar, baking powder, black pepper, salt, and baking soda.
With pastry blender or two knives used scissor fashion, cut in margarine or butter until mixture resembles coarse crumbs.
In cup, mix milk and egg; stir egg mixture into flour mixture just until ingredients are blended.
Turn dough onto lightly floured surface.
Divide dough in half.
With floured hands, pat each half into a 5 1/2 inch round.
Cut each round into 6 wedges.
With pancake turner, transfer wedges to ungreased large cookie sheet.
Bake scones 15 minutes or until lightly browned.