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, and lemon zest.
Add the cold, cubed butter to the dry ingredients. Use a pastry cutter or your fingers to cut the butter into the flour mixture until it resembles coarse crumbs.
Gently fold in the blueberries.
In a small bowl, whisk together the heavy cream, egg, and vanilla extract. Pour the wet ingredients into the dry ingredients and mix until just combined. Do not overmix.
Turn the dough out onto a lightly floured surface and shape it into a 1-inch thick disc. Cut the disc into 8 wedges and place them on the prepared baking sheet.
Brush the tops of the scones with a little heavy cream and sprinkle with coarse sugar.
Bake for 18-20 minutes, or until the scones are golden brown and a toothpick inserted into the center comes out clean.
Allow the scones to cool on the baking sheet for a few minutes before transferring to a wire rack to cool completely.