Preheat oven to 400°F. Line a baking sheet with parchment paper and set aside.
In a food processor, blend the oats into a coarse flour.
Add the flour, baking powder, salt, and sugar. Blend to combine.
Add the cubed, frozen butter to the food processor. Pulse several times until the butter is evenly distributed throughout the flour. The mixture should resemble coarse sand.
Pour the flour/butter mixture into a large mixing bowl. In a separate, smaller bowl, whisk together the egg and milk.
Pour the egg mixture into the flour mixture and stir until just combined.
Gently stir in the frozen blueberries.
Turn the scone dough out onto a floured surface. Form into a disk 1 ½" thick. Slice into eighths and place onto the prepared baking sheet.
Freeze sliced scones for 15 minutes.
Bake at 400°F for 20-25 minutes, or until scones are browned on top. Enjoy!