Preheat oven to 400°F. Line a large baking sheet with parchment paper or a silicone baking mat. Set aside.
In a large mixing bowl, whisk together the flour, baking powder, cinnamon, nutmeg, salt, and granulated sugar. Add the cubed cold butter and cut it into the dry ingredients with a pastry cutter (or a fork) until you have small pea-sized crumbs.
In a separate mixing bowl, whisk together the heavy whipping cream, egg, and vanilla extract until fully combined. Pour the wet ingredients into the dry ingredients and gently mix until the dough starts to come together, it will seem a little crumbly. Add in the chopped apple and gently mix it in.
Scoop the dough onto a lightly floured surface, work it together with your hands, and form it into a ball. The dough may seem a little crumbly or dry at first, but it will come together as you work it together with your hands. Flatten the ball of dough into a disc that is about 1-inch thick, cut into 8 equal sized pieces, and place each piece on the prepared baking sheet. Make sure to leave a little room between each scone as they will spread some while they bake. Brush the tops of each scone with a little bit of heavy whipping cream.
Bake at 400°F for 20-25 minutes until lightly golden brown. Remove from the oven and set aside to cool.