Preheat oven to 400F. Line a baking sheet with parchment paper and set aside.
In a large bowl, whisk together flour, sugar, baking powder and salt.
Using a pastry cutter, cut the butter into the flour mixture until only a handful of small, pea-sized pieces of butter remain.
Add blueberries and lemon zest and stir to combine, just until blueberries are coated with flour mixture.
In a separate bowl, whisk together the cream, egg, and vanilla extract.
Pour cream mixture into flour mixture and stir with a fork until just combined.
Turn dough out onto a lightly floured surface and pat into a disc about 6 inches across.
Use a large knife or bench scraper to cut into 6 wedges. Transfer to prepared baking sheet.
Brush the tops of the scones with heavy cream. Sprinkle with sanding sugar if desired.
Bake for 16 to 19 minutes or until golden brown and cooked through, rotating baking sheet halfway through.
Serve warm or room temperature. Store leftovers in an airtight container. Best enjoyed the day they are baked.