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Preheat oven to 400°F. Line a baking sheet with parchment paper.
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In a large bowl, whisk together flour, sugar, baking powder, and salt.
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Add the cold, cubed butter. Use a pastry cutter or your fingers to work the butter into the flour mixture until it resembles coarse crumbs.
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Gently fold in the blueberries, being careful not to crush them.
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In a separate bowl, whisk together the heavy cream, egg, and vanilla extract.
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Pour the wet ingredients into the dry ingredients and stir just until combined. Do not overmix; the dough should be slightly sticky.
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Turn the dough onto a lightly floured surface and pat it into a circle about 1 inch thick.
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Cut the dough into wedges or use a biscuit cutter to make rounds.
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Place the scones on the prepared baking sheet. Sprinkle the tops with coarse sugar if desired.
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Bake for 15–20 minutes, or until golden brown and a toothpick inserted into the center comes out clean.
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Let the scones cool for a few minutes on the baking sheet, then transfer them to a wire rack. Serve warm with butter or jam.