Preheat oven to 400°F (200°C). Line a baking sheet with parchment paper. Cut cold butter into small cubes and keep refrigerated until ready to use.

In a large mixing bowl, whisk together flour, sugar, baking powder, lemon zest, and sea salt until evenly combined.

Add cold butter cubes to the dry mixture. Using a pastry cutter, two knives, or your fingertips, work the butter into the flour until the mixture resembles coarse breadcrumbs.

Gently fold fresh blueberries into the dry mixture, being careful not to crush them. Toss lightly to coat with flour.

In a small bowl, combine heavy cream and vanilla extract. Make a well in the center of dry ingredients and pour in cream mixture. Gently combine until dough just comes together. Avoid overmixing.

Turn dough onto a lightly floured surface and gently pat into a 1.5-inch thick circle. Using a sharp knife, cut the circle into 8 wedges. Transfer each wedge to the prepared baking sheet.

Brush the top of each scone with beaten egg and sprinkle generously with coarse sugar.

Bake for 18-22 minutes until golden brown on top and firm to the touch. Remove from oven and cool on baking sheet for 5 minutes before transferring to a wire rack.

Serve warm or at room temperature with clotted cream, jam, or both.