Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper.
In a large mixing bowl, whisk together the flour, sugar, baking powder, and salt.
Add the cold, cubed butter to the flour mixture. Use a pastry cutter or your fingers to cut the butter into the flour until the mixture resembles coarse crumbs.
Stir in the lemon zest.
In a separate bowl, whisk together the heavy cream and vanilla extract. Pour the wet ingredients into the dry ingredients and stir until just combined.
Turn the dough out onto a lightly floured surface and knead gently until it comes together. Pat the dough into a circle about 1 inch thick. Cut into 8 wedges and place them on the prepared baking sheet.
Bake for 18-20 minutes, or until the scones are golden brown. Let cool on a wire rack.