Preheat the oven to 375°F and line a baking sheet with parchment paper.
In a large bowl (or food processor), whisk together the flour, sugar, baking powder, and salt.
In a measuring cup, stir together the egg, heavy cream, and vanilla until smooth. Set aside.
Add the cubed butter to the flour mixture. By hand, work it in with your fingertips or a pastry cutter until it looks like coarse, sandy crumbs. In a food processor, pulse to the same texture.
Pour in the wet ingredients and fold with a silicone spatula (or clean hands) until a dough forms. In a food processor, pulse just until the dough gathers into a ball around the blade.
Divide the dough into 6 equal mounds. A ¼-cup measuring cup or large cookie scoop makes this easy.
Place the mounds on the baking sheet and bake at 375°F for 10–15 minutes, until risen and lightly golden at the edges. Let cool until just warm, not hot.