Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.
In a large mixing bowl, whisk together the flour, granulated sugar, baking powder, and salt.
Add the cold, cubed butter to the flour mixture. Use a pastry cutter or your fingers to work the butter into the flour until the mixture resembles coarse crumbs.
Gently fold in the diced rhubarb until evenly distributed.
In a separate bowl, whisk together the heavy cream, egg, and vanilla extract.
Pour the wet ingredients into the dry ingredients and stir until just combined. Do not overmix.
Turn the dough out onto a lightly floured surface and gently knead it a few times until it comes together. Pat the dough into a circle about 1-inch thick.
Cut the dough into 8 wedges and place them on the prepared baking sheet.
Sprinkle the tops with coarse sugar for added sweetness and crunch.
Bake for 15-20 minutes or until the scones are golden brown.
Allow to cool slightly on the baking sheet before transferring to a wire rack to cool completely.