Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper to prevent sticking.
In a large mixing bowl, whisk together the all-purpose flour, salt, baking powder, brown sugar, and ground cinnamon until well combined.
Add the very cold, diced butter to the flour mixture. Using a pastry cutter or fork, cut the butter into the flour until the mixture resembles coarse crumbs.
In a separate bowl, whisk together the egg, heavy cream, and vanilla extract. Pour this mixture into the flour and butter mixture, stirring gently until just combined.
Add the chocolate chips and chopped pecans to the dough. Fold them in gently until evenly distributed throughout the mixture.
Turn the dough out onto a floured surface. Pat it into a circle about 1-inch thick. Use a sharp knife or a bench scraper to cut the circle into 8 wedges.
Transfer the wedges to the prepared baking sheet. In a small bowl, beat the egg with the milk or water, then brush the egg wash over the tops of each scone.
Bake the scones in the preheated oven for 15-20 minutes, or until they are lightly golden and a toothpick comes out clean when inserted into the center.
Once baked, remove the scones from the oven and let them cool on a wire rack. Dust with confectioners' sugar for an elegant touch.
