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 cinnamon.
Add the cold, cubed butter to the dry ingredients and use a pastry cutter or your fingers to mix until the mixture resembles coarse crumbs.
Gently fold in the diced apple.
In a small bowl, whisk together the heavy cream and vanilla extract. Pour this mixture into the dry ingredients and stir until just combined.
Turn the dough out onto a lightly floured surface and shape it into a circle about 1 inch thick. Cut the circle into 8 wedges and place them on the prepared baking sheet.
Bake for 18-20 minutes, or until the scones are golden brown. Let them cool on a wire rack before serving.