Preheat oven to 400 degrees.
Line a baking sheet with parchment paper.
In the bowl of a mixer, add all the dry ingredients and stir with the paddle attachment on low speed. (You can also do this by hand).
Add the butter and mix on low speed until the butter pieces are as small or smaller than pea-size.
Add the pumpkin puree to the bowl.
In a separate bowl, whisk the milk, vanilla and egg until well combined. Add it to the bowl and mix just until the dough starts to come together. Its very important not to over-mix.
Sprinkle a little flour onto a large cutting board. Pour the dough onto the cutting board and shape it into a round disk that's about 1 and 1/2 inches thick. Do not overwork the dough. Use a rolling pin to gently smooth the top of the dough.
Cut the dough in half and then in half again. Then cut those pieces in half so that there are 8 pieces in total. (You can also make mini scones by shaping the dough into two smaller disks)
Arrange the scones on the baking sheet. Leave a little space between them.
Bake for 15 to 16 minutes or until light brown.