Line a sheet pan with parchment paper and set aside.
In a large mixing bowl, whisk together the all-purpose flour, baking powder, kosher salt, and baking soda.
Grate the cold butter into the flour mixture. Use your fingers in a finger-snapping motion to rub the butter into the flour until the mixture looks crumbly and no pieces of butter are larger than a pea.
Drop the cold pimento cheese into the flour mixture about 1 teaspoon at a time, tossing to coat the pieces in flour as you go.
Use the same finger-snapping motion to rub the pimento cheese into the flour mixture. The mixture should be crumbly, with no pieces of butter or pimento cheese larger than a pea.
Add the cold buttermilk and use a large silicone spatula or stiff wooden spoon to mix until the dough comes together. It should be cohesive but still soft and slightly shaggy.
Turn the dough out onto a lightly floured work surface. Use your hands to bring it together into a square.
Use a bench scraper or sharp knife to cut the dough into 4 pieces. Stack the pieces on top of each other, then press the stack back down into a square. Repeat the cut-and-stack process 2 more times.
Pat or roll the dough to about ½ inch to ¾ inch thick. Use a biscuit cutter or sharp knife to cut into biscuits. If using a cutter, press straight down without twisting.
Place the biscuits on the prepared sheet pan. If you have time, put the pan in the freezer for 15 minutes while you preheat the oven to 425°F.
In a small bowl, whisk together the egg and water. Brush the tops of the chilled biscuits with the egg wash.
Bake at 425°F for 12 to 15 minutes, or until the biscuits are risen and golden brown.
Let the biscuits cool on the pan for at least 10 minutes before serving.