Preheat the oven to 450 degrees F. Grease the skillet with butter along the bottom and sides of the pan, and set aside.
In a large bowl add the flour, baking powder, salt, sugar, cream of tartar (optional, helps to make the biscuit light and fluffy), milk and egg. Stir together.
Using a pastry cutter or large sturdy fork, cut in the butter to form the dough. Lightly flour a cutting board and transfer the dough on to the cutting board.
Make a “well” in the middle of the dough and add about a quarter of the candy jimmies. Knead the dough while at the same time mixing in the jimmies. Sprinkle more flour on the cutting board and add another quarter of the jimmies to the dough.
Continue to knead and mix the remaining candies into the dough, adding more flour to the cutting board as needed.
Roll the dough with a rolling pin so that it's about 1-1/4 thick. Using a biscuit or cookie cutter, cut the biscuits. You may need to cut just 3 biscuits out of the first batch and roll the remaining dough for the fourth biscuit.
Add the biscuits to the greased skillet so the sides of each biscuit are touching one another.
For the egg wash - whisk together the egg and water. With a pastry brush, brush the tops of the biscuits with egg wash.
Bake in a preheated oven until the tops of the biscuits turn a light golden color (about 16 minutes).
Remove from the oven and let slightly cool (about 5 minutes). The biscuits should still be hot so carefully transfer them to the serving plates.