Heat oven to 400°F (200°C) and line a baking sheet with parchment. Whisk together the flour, granulated sugar, baking powder, and salt, then cut in the cold butter until the mixture resembles rough breadcrumbs with pea-sized pieces remaining.

Whisk together the heavy cream, egg, vanilla extract, and lemon zest. Pour over the flour mixture and stir with a fork just until no dry flour remains.

Fold in the blueberries with 3 to 4 gentle turns of a spatula, then turn the dough onto a floured surface and press into a 7-inch disc, about 1 inch thick.

Cut the disc into 8 wedges, transfer to the lined baking sheet with 2 inches of space between them, brush the tops with the 2 tbsp heavy cream, and sprinkle with coarse sugar. Bake for 20 to 23 minutes until the tops are golden and the edges are amber.

Cool on the pan for 10 minutes. Whisk the sifted powdered sugar, 2 tbsp milk, and vanilla extract until smooth, adding the third tablespoon of milk if needed, then drizzle over the scones and serve while the glaze is still glossy.