Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.
In a large mixing bowl, combine the flour, sugar, baking powder, and salt. Whisk together until well mixed.
Add the cold, cubed butter to the flour mixture. Using a pastry cutter or your fingers, work the butter into the flour until the mixture resembles coarse crumbs.
Gently fold in the fresh blueberries, being careful not to crush them.
In a separate bowl, whisk together the heavy cream, egg, and vanilla extract until well combined.
Pour the wet ingredients into the dry ingredients and mix until just combined. Be careful not to overmix; the dough should be slightly sticky.
Transfer the dough onto a lightly floured surface and pat it into a circle about 1 inch thick. Cut the circle into 8 wedges.
Place the scones on the prepared baking sheet, ensuring they are spaced apart. Brush the tops with milk and sprinkle with coarse sugar if desired.
Bake in the preheated oven for 15–20 minutes or until the tops are golden brown.
Remove from the oven and allow the scones to cool on the baking sheet for a few minutes before transferring them to a wire rack to cool completely.