For best results, work quickly before the shortening has a chance to warm up and bake the scones immediately to achieve maximum height. For richer scones, use 35% whipping cream and for lighter scones, switch to 10% cream.
Combine flour, sugar, baking powder, baking soda, and salt in medium-sized bowl.
Cut in shortening until mixture resembles coarse meal.
Add cream all at once,stirring with a fork to create a soft dough.
With floured hands, press dough into a ball and on lightly floured surface, knead gently about 3 times.
Pat dough into 3/4" thick round and cut with floured 2" cookie cutter. Gather up scraps and repeat with remaining dough.
Transfer rounds to prepared baking sheet.
Place jam in pastry bag fitted with plain tip or large heavy-duty freezer bag with hole cut in one corner. Using the tip of a knife, poke hole in the side of each scone. Pipe jam into each hole, ensuring that jam is placed in the middle of each scone.
Brush top of each scone lightly with beaten egg.
Bake in centre of preheated oven for 12-15 minutes or until golden brown. Let cool on racks.