Preheat your oven to 400°F (200°C). Line a large baking sheet with parchment paper or a silicone baking mat to prevent sticking and ensure even browning.
In a large mixing bowl, whisk together the all-purpose flour, granulated sugar, baking powder, and salt. Ensure there are no large lumps so the leavening agent is evenly distributed.
Add the cold, cubed butter to the flour mixture. Use a pastry cutter or two forks to work the butter into the flour until the mixture resembles coarse crumbs with some pea-sized pieces of butter remaining. This cold butter creates the flaky layers.
Gently fold in the chopped pecans and the chocolate chips until they are evenly distributed throughout the flour and butter mixture.
In a separate small bowl, whisk together the heavy cream, egg, and vanilla extract. Pour this liquid mixture into the dry ingredients. Use a spatula to stir until just combined. Do not overmix; the dough should be slightly shaggy.
Turn the dough out onto a lightly floured surface. Gently knead it 3 or 4 times just until it comes together. Pat the dough into an 8-inch disc. Use a sharp knife or bench scraper to cut the disc into 8 equal wedges.
Place the wedges on the prepared baking sheet. Brush the tops lightly with a little bit of heavy cream and sprinkle with coarse sugar. Bake for 18-22 minutes, or until the tops are golden brown and a toothpick inserted into the center comes out clean.
Remove the scones from the oven and let them cool on the baking sheet for about 5 minutes before transferring them to a wire rack. Serve warm or at room temperature.