Step 1: Preheat your oven to 425°F (220°C) and line a large baking sheet with parchment paper to prevent sticking.
Step 2: In a large mixing bowl, whisk together the flour, sugar, baking powder, and salt until thoroughly combined.
Step 3: Add the cold, cubed butter to the flour mixture. Using a pastry blender or your fingertips, work the butter into the flour until the mixture resembles coarse meal with some pea-sized lumps of butter still visible.
Step 4: In a separate small bowl, whisk together the buttermilk, egg, and vanilla extract.
Step 5: Pour the wet ingredients into the dry ingredients. Stir gently with a fork or spatula just until the dough starts to come together; do not overmix.
Step 6: Turn the dough onto a lightly floured surface. Gently pat it into a 1-inch thick rectangle. Fold the dough in half and pat it down again; repeat this 3 times to create layers.
Step 7: Using a 3-inch round cutter, cut out shortcakes and place them on the prepared baking sheet. Re-roll scraps once if necessary.
Step 8: Brush the tops with melted butter and sprinkle generously with coarse sugar.
Step 9: Bake for 12-15 minutes, or until the tops are golden brown. Let cool slightly on a wire rack before splitting and serving.