May 8, 2024 · How to make Scones: Preheat oven to 400 degrees F. Line a baking sheet with parchment paper. Make Dough: Whisk together flour, sugar, baking powder, baking soda and salt. Grate the frozen butter and add to dry mixture. Use a fork or pastry blender to cut in the butter. Combine yogurt, cream, egg, and vanilla until well blended.