Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper.
In a large mixing bowl, whisk together the flour, oats, brown sugar, baking powder, salt, cinnamon, and nutmeg.
Cut in the cold butter using a pastry cutter or your fingers until the mixture resembles coarse crumbs.
In a separate bowl, whisk together the pumpkin puree, egg, and vanilla extract.
Add the wet ingredients to the dry ingredients and mix until just combined.
Turn the dough out onto a floured surface and shape into a circle about 1 inch thick. Cut into 8 wedges and place on the prepared baking sheet.
Bake for 18-20 minutes, or until the scones are golden brown and a toothpick inserted into the center comes out clean.
Allow to cool slightly before serving. Enjoy!