Preheat oven too 400°F (204°C). Line a large baking sheet with parchment paper or a silicone baking mat and set aside.
In a large mixing bowl, whisk together the flour, granulated sugar, baking powder, and salt. Add the cold cubed butter and use a pastry cutter or fork to cut it into the dry ingredients 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. Add the wet ingredients to the dry ingredients and stir until just combined. The mixture may be a little crumbly at this point, this is okay!
Scoop the mixture out onto a lightly floured surface and work it together in a ball, then flatten into a 7-inch circle. Cut the dough into 8 equal-sized pieces and place them on the prepared baking sheet, making sure to leave a little room between each one.
Place the baking sheet in the freezer for 5-10 minutes or until the scones are chilled.
Brush the tops of each scone with a little heavy whipping cream. If you're not adding a glaze, you can top them with coarse sugar if desired.
Bake at 400°F (204°C) for 18-22 minutes or until the tops of the scones are lightly browned and cooked through.
Remove from the oven and allow to cool completely.