Preheat oven to 400°F (200°C).
In a large bowl, whisk together the flour, sugar, baking powder, baking soda, salt, cinnamon, and nutmeg.
Cut in the cold butter using a pastry blender or your fingertips until the mixture resembles coarse crumbs.
In a separate bowl, whisk together the butternut squash puree, heavy cream, egg, and vanilla extract.
Pour the wet ingredients into the dry ingredients and gently fold until just combined.
Turn the dough out onto a lightly floured surface and pat into a 1-inch thick circle.
Cut the dough into 8 wedges or circles and place on a baking sheet lined with parchment paper.
Brush the tops of the scones with heavy cream and bake for 18-20 minutes, or until golden brown.
Let the scones cool on a wire rack before serving. Glaze if desired.
