In a large bowl, whisk together the flour, baking powder, sugar and salt.
Add the butter to the bowl. Use a pastry blender or your fingertips to mix the butter into the flour until crumbly, and the butter is broken into tiny bits, smaller than green peas.
Once the butter is mixed in, place the bowl of flour in the freezer for 20 to 30 minutes.
Preheat the oven to 350ºF (180ºC) and line a baking sheet with parchment paper.
Whisk the heavy cream and egg together until smooth. Set aside.
Remove the flour from the freezer. Fold in the crumbled blue cheese and chopped prosciutto until they are well mixed with the flour.
Make a well in the middle of the flour and pour in the whisked cream and egg.
Fold everything together to a soft crumbly dough. It may seem like all of the flour won’t mix in but it will. If the dry bits of flour are being stubborn, reach into the bowl and quickly gather the dough into a loose ball with your hands.
Place the dough ball onto a work surface on which you can slice the scones. Using your fingertips, begin quickly pressing the dough into a round disc, approximately 7-inches (18-cm) in diameter, and about 1-inch (2-½ cm) thick. A bench scraper really comes in handy for pressing, shaping, and smoothing the edges of the disc.
Slice the dough into 8 wedges.
Place the wedges, evenly spaced apart, on the prepared baking sheet.
Brush the top and sides generously with more cream (about 1 tablespoon or so in total).
Place the baking sheet in the oven and bake the blue cheese scones for 22 to 24 minutes, or until the edges and tips are lightly golden. Remove from the oven and cool on a wire rack for 10 minutes before serving.