Preheat the oven to 400°F (200°C) and line a baking sheet with parchment paper.

In a mixing bowl, whisk together the flour, baking powder, sugar, and salt.

Add the cold, cubed butter and use a pastry cutter to mix until the mixture resembles coarse crumbs.

In a separate bowl, whisk together the egg and heavy cream.

Pour the wet ingredients into the dry ingredients and stir until just combined.

Turn the dough out onto a floured surface and gently knead it a few times until it comes together.

Roll the dough out to about 1-inch thick and cut into rounds using a biscuit cutter.

Place half of the rounds on the prepared baking sheet.

Spoon a small amount of blueberry jam onto each round.

Top with the remaining rounds and gently press down to seal.

Bake in the preheated oven for 15-20 minutes or until golden brown.

Remove from the oven and let cool slightly before serving.