Get your oven to 400 degrees Fahrenheit. This is a slightly lower temperature than some scone recipes, which helps prevent overbaking and ensures your scones remain tender and moist.
In a bowl, combine the flour, baking powder, salt, and sugar. Whisk these together so everything is evenly distributed throughout the dry mixture.
Add the cold shortening to the dry ingredients. Using a pastry blender, two forks, or your fingertips, cut the shortening into the flour mixture until it looks like coarse crumbs. This step is important because those little shortening pieces create the texture when baking. Don't skip this or rush it.
Stir in the fresh grated lemon rind. Make sure it's evenly distributed throughout the dry ingredients so the lemon flavor is consistent in every scone.
In a small bowl, beat the egg lightly, then add the milk. Pour this into the dry ingredients and work in gently and quickly with your hands. The key word here is "gently and quickly." You want to bring everything together without overworking the dough, as overworking develops gluten, which makes tough scones.
Gently fold in the blueberries. Be careful not to crush them. You want them to stay whole. If you're using frozen blueberries, add them directly from the freezer. The dough will be sticky at this point. This is correct.
Put cold water on your hands to prevent sticking (this prevents drying out the dough like flour would). Pat the dough onto a baking sheet into a round about 1 inch thick. Don't worry about it being perfectly even or shaped. Rustic is fine.
Using a sharp knife, score the round like you're cutting a pie into 8 pieces. Don't cut all the way through. Just score the surface so the scones break apart cleanly after baking.
Brush the top with milk. This creates a pretty golden color when baking. Sprinkle with sugar for a crunchy, pretty topping.
Bake for 15 minutes or until slightly golden. This is important: don't overbake. The recipe specifically says not to overbake, and there's a reason for that. Slightly golden is the goal. If they get too brown, they'll be dry. Start checking around 13 minutes to see how they're progressing. Oven temperatures vary.
These are absolutely best served warm, fresh from the oven. The lemon flavor is brightest when warm, and the texture is most tender. Break along the score lines and serve immediately.