Preheat oven to 400°F (200°C).
In a mixing bowl, combine flour, sugar, baking powder, and salt.
Cut in the cold, cubed butter until the mixture resembles coarse crumbs.
In another bowl, whisk together egg, heavy cream, lemon zest, and lemon juice.
Pour the wet ingredients into the dry ingredients and mix until just combined.
Turn the dough onto a floured surface and knead gently. Pat into a circle about 1 inch thick.
Cut into 8 wedges and place on a baking sheet.
Bake for 18-20 minutes or until golden brown.
Let cool slightly before serving.