Preheat oven to 400°F (200°C). Line a baking sheet with parchment paper.
In a large bowl, whisk together flour, sugar, baking powder, and salt.
Add cold butter to the dry ingredients and use a pastry blender or fingers to work it into the mixture until it resembles coarse crumbs.
In a separate bowl, whisk together heavy cream and egg until well combined.
Pour the cream mixture over the dry ingredients and stir until the dough comes together in a shaggy mass.
Turn the dough out onto a floured surface and gently knead it a few times until it comes together.
Pat the dough into a circle that is about 1 inch (2.5 cm) thick.
Use a biscuit cutter or the rim of a glass to cut out scones.
Place the scones on the prepared baking sheet, leaving about 1 inch (2.5 cm) of space between each scone.
Bake for 15-20 minutes, or until the scones are golden brown.