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 separate bowl, whisk together the heavy cream, egg, and vanilla extract.
Pour the wet ingredients into the dry ingredients and stir until just combined.
Turn the dough out onto a floured surface and shape into a circle about 1-inch thick. Cut into 8 wedges and place on the prepared baking sheet.
Bake for 20-25 minutes, or until golden brown. Let cool on a wire rack.