Preheat oven to 400°F and line a baking sheet with parchment paper.
In a measuring cup, add egg and buttermilk to fill 1 cup. Add vanilla extract, and beat to combine. Set aside.
Add flour, sugar, salt, baking soda, baking powder and cinnamon to a medium mixing bowl and mix with a whisk to combine. Toss the cubed butter in the flour mixture and work it into the flour with the tip of your fingers until about large pea size.
Make a well in the middle of the flour mixture and pour in the liquid mixture set aside earlier, reserving about 2 tablespoons to use as egg wash. Fold with a spatula or wooden spoon until a wet dough forms.
Turn the dough out onto a well-floured board, pat the dough out to about ½” thick and fold it over itself. Do this a few times to create layers. Shape into a rectangle.
With a rolling pin, roll the dough out to about 12”x6”. Brush half of the rectangle with the reserved egg wash. Spread half of the cinnamon streusel on top of the egg wash and pat it down. Then fold the other half over like folding a book.
Brush the top of the dough with egg wash again and spread the remaining cinnamon streusel on top. Cut into 8 triangles.
Place the scones on the prepared baking sheet, and bake for 20 minutes.
Let cool completely on a wire rack.