Recipe from Martha Stewart's Hors D'Oeuvres.
Preheat oven to 375 degrees. Sift flour, baking powder, baking soda, sugar, and salt into a large bowl. Cut in butter using a pastry blender or two knives until mixture resembles coarse meal. Mixing lightly with your fingers, add heavy cream just until dough holds together. Wrap in plastic and chill about 1/2 hour before rolling out.
Butter a large baking sheet; set aside. Roll dough into a circle, 1/2 inch thick for small scones and 3/4 inch thick for larger ones. Using a biscuit or cookie cutter, cut dough into various shapes. Transfer scones to prepared baking sheet.
Combine egg and light cream in a small bowl; brush tops of scones with mixture. Bake until golden brown and puffed, 13 to 15 minutes. Serve warm.