Preheat your oven to 400°F (204°C) and line a baking sheet with parchment paper.
In a large bowl, whisk together the flour, sugar, baking powder, and salt.
Add the cold butter cubes to your dry ingredients. Using a pastry cutter, two forks, or your fingertips, work quickly to cut the butter into the flour mixture until it resembles coarse breadcrumbs with some pea-sized pieces remaining.
In a separate small bowl, whisk together the cold cream, egg, and vanilla extract until combined.
Make a well in the center of your dry ingredients and pour in the wet mixture. Stir just until the dough begins to come together. Gently fold in the blueberries and lemon zest, being careful not to crush the berries.
Turn the dough onto a lightly floured surface and gently shape it into an 8-inch disk about 1-inch thick. Cut into 8 equal wedges and transfer to your prepared baking sheet, leaving about 2 inches between each scone.
Chill in the refrigerator for 15 minutes.
Brush the tops with a little cream and sprinkle with coarse sugar. Bake for 22-25 minutes until the scones are golden brown.
Cool on the pan for 5 minutes before transferring to a wire rack.