Preheat oven to 400 degrees F.
Combine all dry ingredients in a large mixing bowl and whisk just to blend. Add the vanilla extract to the heavy cream and slowly stir into the dry ingredients. No need to beat, just stir until blended.
Turn out onto floured surface and knead about five times so bring the dough together. Form into circle and gently flatten so the disk is about one inch thick.
Cut out 2 inch circles, place on parchment lined baking sheet, brush tops with melted butter, sprinkle lightly with oats and a little turbinado sugar. If you don't have it, any sugar will do.
Bake for about 20 minutes until tops are lightly golden.