Line a large baking sheet with parchment paper so the scones do not stick during baking.
In a large bowl, whisk together the flour, sugar, baking powder, and salt until evenly combined.
Grate the frozen butter using a box grater, then add it to the flour mixture and work it in until the texture resembles coarse crumbs.
Add the blueberries and gently toss them into the flour mixture so they are evenly distributed.
In a separate bowl, whisk together the buttermilk, egg, and vanilla, then pour it over the dry ingredients and mix until a soft dough forms.
Knead the dough lightly with your hands just until it comes together, adjusting with a little flour or buttermilk if needed.
Transfer the dough to a floured surface, shape it into a thick disk, then cut it into equal wedges and place them on the prepared baking sheet.
Freeze the scones briefly while preheating the oven, then brush the tops with buttermilk and sprinkle with coarse sugar if using.
Bake until the tops are golden brown, then transfer to a wire rack and let them cool slightly before serving.