Measure flour, sugar, baking powder, soda, and salt into a large bowl. Cut in butter or margarine until crumbly. Add shredded apple and milk. Stir to form a soft dough.
Turn dough out onto a lightly floured surface. Knead gently 8 to 10 times. Pat into two 6-inch circles. Place on greased baking sheet. Brush tops with milk, and sprinkle with sugar and cinnamon. Score each into 6 pie-shaped wedges.
Bake at 425 degrees F (220 degrees C) for 15 minutes, or until browned and risen. Serve warm with butter.