Preheat oven to 375°F (190°C) and line a baking sheet with parchment paper.

In a large bowl, whisk together the coconut flour, erythritol, baking powder, and salt.

Using a pastry cutter or two knives, cut the cold cubed butter into the dry ingredients until the mixture resembles coarse meal with pea-sized lumps.

In a separate medium bowl, whisk the eggs, heavy cream, and vanilla extract until well combined.

Pour the wet ingredients into the flour-butter mixture and stir until a stiff dough forms.

Let the dough rest for 5 minutes to allow the coconut flour to fully hydrate.

Place the dough on the prepared baking sheet and pat into a disc approximately 1-inch thick.

Cut the disc into 8 equal wedges and pull them slightly apart to allow for heat circulation.

Bake for 18 to 22 minutes until the edges are golden brown and the centers are firm.

Cool on the pan for at least 10 minutes to allow the scone structure to set before moving to a wire rack.