Preheat oven to 400°F (200°C). Line a baking sheet with parchment paper.
In a large mixing bowl, whisk together flour, sugar, baking powder, salt, and lemon zest.
Cut in the cold butter using a pastry cutter or your fingers until the mixture resembles coarse crumbs.
Gently fold in the blueberries.
In a small bowl, whisk together the egg, heavy cream, and vanilla extract. Pour over the flour mixture and stir until just combined.
Turn the dough out onto a lightly floured surface and knead gently. Pat into a circle about 1 inch thick. Cut into 8 wedges and place on the prepared baking sheet.
Bake for 20 minutes or until golden brown. Let cool on a wire rack.