Grease a baking sheet.
Heat half the milk in a small saucepan. Crumble in the saffron strands and remove from the heat. Leave to cool.
Sift the flour and baking powder into a food processor and add the butter. Blend until the mixture resembles breadcrumbs. Add the saffron milk and most of the remaining milk and blend briefly to make a soft dough, adding a little more milk if the dough feels dry.
Turn out onto a lightly floured surface and roll out to 1.5 cm (¾ inch) thick. Cut into 16 squares using a 3 cm (1¼ inch) cutter, rerolling the trimmings as necessary, and place on the baking sheet.
Bake in a preheated oven, 220°C (425°F), Gas Mark 7, for 8–10 minutes until risen and pale golden. Transfer to a wire rack to cool.
Split the scones in half and spread the cut sides with clotted cream. Pile the blueberries on top and serve sprinkled with vanilla sugar.