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Preheat oven to 400 degrees F.
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In a food processor add the flour, baking powder, sugar,cinnamon, nutmeg and salt. Pulse to mix together well. (You can just mix the ingredients in a bowl if you prefer the manual method)
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Pulse in the butter until the mixture resembles a coarse meal. (or just use your fingertips to rub the butter through the dry ingredients until the same texture is achieved.)
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Whisk together the milk, egg and vanilla. Reserve a couple of teaspoons of the liquid to brush on top of the scones. This helps them brown nicely)
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Add the liquid to the dry ingredients and stir in quickly with a wooden spoon until a soft dough forms. It should be a little sticky. When the flour is almost incorporated add the apples. Don’t over work the dough or your scones will get tough and not rise well.
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Turn the dough out onto a well floured board or counter top.
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Lightly sprinkle the top of the dough with flour and just using your hands, form the dough into a round about 3/4 of an inch thick.
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Using a 1 1/2 inch biscuit cutter, cut out your scones and place them about 2 inches apart on a parchment lined baking sheet.
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Re-roll the scraps and cut out the rest of the scones. Brush the tops of all the scones with the reserved milk and egg liquid. You can sprinkle on some coarse sugar , like turbinado, at this point if you like.
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Pop the scones into the hot oven for about 12-15 minutes or until the tops of the scones are evenly browned. Cool on a wire rack.
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Serve with a drizzle of the cream cheese vanilla glaze.