Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.

In a large mixing bowl, combine the all-purpose flour, granulated sugar, baking powder, baking soda, salt, ground cinnamon, and ground nutmeg. Whisk until well blended.

Add the cold cubed butter to the dry ingredients. Use a pastry cutter or fork to cut the butter into the flour mixture until it resembles coarse crumbs.

In another bowl, combine the canned pumpkin puree, heavy cream, and vanilla extract. Mix until smooth.

Pour the pumpkin mixture into the flour mixture and stir until just combined. Do not overmix.

Turn the dough out onto a floured surface. Knead gently a few times until it comes together. Flatten the dough into a circle about 1 inch thick.

Use a knife or pizza cutter to cut the dough into 8 wedges. Place the wedges onto the prepared baking sheet.

Brush the tops of the scones with the beaten egg and sprinkle with sugar if desired.

Bake in the preheated oven for about 20 minutes, or until the scones are golden brown.

Remove from the oven and let cool on a wire rack before serving.