Preheat your oven to 400°F (200°C).
In a large mixing bowl, whisk together the flour, sugar, baking powder, and salt.
Cut in the cold, cubed butter using a pastry cutter until the mixture resembles coarse crumbs.
Stir in the heavy cream and vanilla extract until just combined.
Turn the dough out onto a floured surface and knead gently until it comes together.
Pat the dough into a circle about 1-inch thick and cut into 8 wedges.
Place the scones on a baking sheet lined with parchment paper and brush the tops with the beaten egg.
Bake for 15-18 minutes, or until golden brown.
Let cool slightly before serving. Enjoy!