Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.
In a large mixing bowl, whisk together the flour, sugar, baking powder, salt, cinnamon, and nutmeg.
Cut in the cold butter using a pastry cutter or your fingers until the mixture resembles coarse crumbs.
In another bowl, mix together the pumpkin puree, egg, and vanilla extract.
Add the wet ingredients to the dry ingredients and mix until just combined.
Turn the dough out onto a floured surface and shape it into a circle about 1 inch thick. Cut into 8 wedges.
Place the wedges on the prepared baking sheet and bake for 20 minutes or until golden brown.
Let the scones cool on a wire rack before serving.