Preheat oven to 450°F. Line a large sheet pan with parchment paper or foil and set aside.
In a mixing bowl, whisk together flour, baking powder, sugar, baking soda, and salt.
Toss cold butter cubes into the dry ingredients and, using a pastry cutter or your fingers, rub in the cold butter until you have a mixture of flat pieces and crumbly, pea sized bits of butter mixed into flour that is the texture of cornmeal.
Make a well in the center of the mixture and add cold yogurt. Gently mix the yogurt and the dry ingredients together until you have a fairly uniform, loose dough. The flour won't look all mixed in and that's okay. It will come together.
If there is a lot of loose flour at the bottom of your bowl, add one tablespoon of milk and mix. If needed, you can add one more tablespoon of milk.
Dump the shaggy dough out onto a lightly floured surface. Using your hands and a bench scraper, gently bring everything together into a rough square.
With a bench scraper or knife, cut into four smaller squares. Stack the pieces of biscuit dough on top of each other. Gently press the dough down and shape into a square again. Repeat this cutting and stacking procedure 2 more times.
Pat the dough into a rectangle at least ½ inch thick. Using a biscuit cutter or cookie cutter, cut out your biscuits. Gather your scraps as you go and gently re-form them together and cut as many biscuits as you can. Place sheet pan in the freezer for 10-15 minutes while you preheat your oven.
Remove biscuits from the freezer. Brush the tops of the biscuits lightly with an egg wash made of one egg whisked with a tablespoon of water. Bake in a 450° oven for 18 to 20 minutes, or until golden brown.