Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper.

In a large mixing bowl, whisk together the flour, sugar, baking powder, salt, cinnamon, and nutmeg until well combined.

Add the cold, cubed butter to the bowl. Use a pastry cutter or your fingers to mix until the mixture resembles coarse crumbs.

In another bowl, whisk together the pumpkin puree, milk, egg, and vanilla extract until smooth.

Gradually add the wet mixture to the dry ingredients, folding gently until just combined.

Turn the dough out onto a floured surface and gently knead it just a few times. Pat it into a circle about 1-inch thick.

Use a sharp knife to cut it into 8 wedges.

Transfer the scones to the prepared baking sheet, spacing them apart.

Bake for 15-20 minutes, or until they are golden brown.

Let the scones cool on a wire rack before serving.