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, sugar, baking powder, and salt until well combined.
Add the cold, cubed butter to the flour mixture. Using a pastry cutter or your fingers, work the butter into the flour until the mixture resembles coarse crumbs.
In a separate bowl, whisk together the yogurt, egg, and vanilla extract until smooth.
Pour the wet ingredients into the dry ingredients and mix gently until just combined. Be careful not to overmix.
Fold in the fresh blueberries, being cautious not to break them apart.
Transfer the dough onto a lightly floured surface and gently knead it a couple of times to bring it together. Pat the dough into a circle about 1-inch thick.
Cut the circle into 8 wedges and place them on the prepared baking sheet, spacing them about 2 inches apart.
Brush the tops of the scones with milk and sprinkle a little sugar on top if desired for extra sweetness.
Bake in the preheated oven for 15-18 minutes, or until the scones are golden brown and a toothpick inserted in the center comes out clean.
Remove from the oven and let them cool on a wire rack for a few minutes before serving.