Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.
In a large mixing bowl, combine the flour, sugar, baking powder, salt, and lemon zest.
Add the cold, cubed butter to the dry ingredients. Use a pastry cutter or your fingers to mix until the mixture resembles coarse crumbs.
Gently fold in the blueberries.
In a separate bowl, whisk together the heavy cream, beaten egg, and vanilla extract.
Pour the wet ingredients into the dry ingredients and mix until just combined. Do not overmix.
Turn the dough out onto a floured surface and shape it into a circle about 1 inch thick. Cut the dough into 8 wedges and place them on the prepared baking sheet.
Bake for 18-20 minutes, or until the scones are golden brown. Allow to cool slightly before serving.