Preheat oven to 400 degrees F and place rack in middle of oven. Line a cookie sheet with parchment paper.
In a large bowl, whisk together the flour, sugar, baking powder, and salt. Blend the butter pieces into the flour mixture until the texture is like coarse crumbs.
Whisk together the egg, cream and vanilla and add to the flour mixture. Mix just until the dough comes together, taking care to not over mix.
Transfer to a lightly floured surface and knead dough gently four or five times and then pat or roll the dough into a circle that is about 1 inch thick. With a 3 inch round cookie cutter, cut out rounds and place the scones on the baking sheet.