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Preheat the oven to 375°F. Lightly grease a large baking sheet, or line it with parchment.
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In a medium bowl, combine the flour, sugar, baking powder, and salt. Add the butter to the dry ingredients, toss to coat the cubes in flour, then use a pastry blender or your fingers to work it into the dry ingredients until the mixture is crumbly, with no pieces of butter much larger than a pea.
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In a small bowl, whisk together the egg and half-and-half. Add to the dry ingredients and stir with a flexible spatula or fork to make a cohesive dough with no dry flour remaining.
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Transfer the dough to a lightly floured work surface and form into a disk that's about 6" wide and 3/4" tall.
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Use a bench knife or a sharp knife to cut each disk into eight wedges.
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Place the disks on the prepared baking sheet with at least 3/4" of space between them; they'll expand as they bake. Brush them with half-and-half and sprinkle heavily with coarse sparkling sugar. If possible, place the baking sheet on top of another baking sheet, which will prevent the bottoms of the scones from getting too dark as they bake.
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Bake the whole wheat scones for 22 to 25 minutes, until they're set all the way through and golden-brown on the bottom.
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Remove the whole wheat scones from the oven and let them cool briefly on the pan. Serve warm or at room temperature.
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Store leftover scones at room temperature, well-wrapped, for several days. Freeze scones for longer storage; to serve, remove from freezer and let stand at room temperature for 30 minutes, then heat in a 350°F oven until warm.
