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