Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper.
In a large mixing bowl, combine the flour, sugar, baking powder, salt, and cinnamon.
Cut in the cold butter until the mixture resembles coarse crumbs.
Stir in the chopped apple.
In a separate bowl, mix the milk and vanilla extract. Add to the dry ingredients and stir until just combined.
Turn the dough out onto a floured surface and knead gently. Pat into a circle about 1 inch thick. Cut into 8 wedges and place on the prepared baking sheet.
Bake for 20 minutes or until golden brown. Cool on a wire rack.