Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.
In a large bowl, whisk together the flour, sugar, baking powder, and salt until well combined.
Add the cold, cubed butter to the dry ingredients. Using your fingers or a pastry cutter, work the butter into the flour until the mixture resembles coarse crumbs with some pea-sized pieces of butter remaining. These chunks create steam and lift the scones.
In a small separate bowl, whisk together the buttermilk, beaten egg, and vanilla extract.
Pour the wet ingredients into the dry ingredients. Gently fold with a spatula or your hand just until the dough comes together. It will look shaggy; do not overmix.
Turn the dough out onto a lightly floured surface. Gently press it into a circle about 1 inch thick. Avoid kneading.
Cut the circle into 8 equal wedges with a sharp knife or bench scraper. Place them on the prepared baking sheet, leaving a little space between each for expansion.
Bake for 15-18 minutes, or until the tops are golden brown and firm to the touch.
Let cool on the pan for 5 minutes before serving.