Heat oven to 400°F (200°C). Line a baking sheet with parchment.
Whisk the flour, sugar, baking powder, salt, and lemon zest. Cut in the cold butter until the mixture has pea-size pieces and a few flat flakes. Toss the blueberries through the flour mixture.
In a small bowl, whisk the egg, cold cream, and vanilla. Pour into the dry mixture and fold just until a shaggy dough forms. Add the extra cream by the teaspoon only if dry flour remains; stop before the dough turns smooth.
Turn the dough onto a lightly floured surface, pat it into a 7-inch disk, and cut into 8 wedges. Arrange on the sheet and chill for 20 minutes.
Brush the tops lightly with cream and add coarse sugar if desired. Bake 18 to 22 minutes, until the edges are lightly golden and the centers look set. Cool on the pan for 5 minutes, then move to a rack.
Whisk the confectioners' sugar with 1 tablespoon lemon juice. Add more juice a few drops at a time until the glaze falls from a spoon in a thin ribbon. Drizzle over fully cooled scones.