Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper.
In a large mixing bowl, whisk together the flour, sugar, baking powder, and salt.
Add the cold butter pieces and cut them into the flour mixture using a pastry cutter or your fingers until the mixture resembles coarse crumbs.
Pour in the heavy cream and vanilla extract. Stir until just combined. Do not overmix.
Turn the dough out onto a lightly floured surface and knead gently a few times until it comes together. Pat the dough into a circle about 1 inch thick.
Cut the dough into 8 wedges and place them on the prepared baking sheet. Brush the tops with a little heavy cream.
Bake for 15-18 minutes, or until the scones are golden brown. Let cool slightly before serving.