Preheat the oven to 425°F (220°C).

Line a baking sheet with parchment paper.

In a mixing bowl, whisk together the flour, sugar, baking powder, and salt.

Add the cold, cubed butter to the dry mixture and blend until it resembles coarse crumbs.

In another bowl, whisk together the heavy cream, egg, and vanilla extract.

Pour the wet mixture into the dry ingredients and stir gently until just combined.

Turn the dough onto a floured surface, knead gently a few times, and pat into a circle about 1 inch thick.

Cut the dough into wedges or use a biscuit cutter for round scones.

Place the scones on the prepared baking sheet and bake for 12-15 minutes until golden.