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Preheat oven to 425°F (232°C). Line a baking sheet with parchment paper.
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In a large bowl, whisk together flour, cornstarch, sugar, baking powder, baking soda and salt.
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Add in pieces of the cold butter and with your hands or pastry blender cut the butter into the dry ingredients until mixture resembles wet sand. Make a well by forming the dry ingredients into a mound and creating a hole in the centre.
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In a small bowl or measuring cup, whisk together the milk and egg until well combined. Pour the mixture into the well of the dry ingredients. With a rubber spatula, quickly combine mixture until it just comes together. Do not over mix!!!
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Lightly dust work surface with flour and then transfer the dough onto the floured work surface. Fold the dough over on itself a couple of times and then gently pat together and flatten it out to 1 1/2 inches thick all around. With a round cookie cutter or water glass, cut out as many rounds as possible. Gently pat together the scraps, roll, and cut out the remaining rounds.
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Place scones about an inch and a half apart on the prepared baking sheet.
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With a pastry brush, lightly brush tops with a dab of heavy cream.
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Place into the preheated oven and bake for 12 to 15 minutes or until tops are golden and the scones have risen. Cool slightly on pan and carefully remove onto a wire cooling rack to cool completely. Enjoy immediately