Preheat the oven to 450 degrees. Place an ungreased baking sheet in the oven to preheat as well.
Whisk together flour, baking powder, soda, sugar, and salt in a large mixing bowl or food processor. Grate frozen butter into flour mixture then stir, or use a pastry cutter (or your food processor or your fingers) to cut the butter into the flour until it resembles coarse crumbles.
Whisk together the buttermilk and the egg. Make a well in the center of the flour mixture and pour buttermilk mixture in it. Stir together for 20-30 seconds or until barely combined.
Turn dough out onto a well floured counter top then flour the top of the dough. Knead with floured hands about 10 times. You want the dough to stick together, but you don't want it to get overworked.
Divide the dough in half. Using a floured rolling pin, roll each piece of dough into a circle that is about 1/4 inch thick (it'll be 9 inches around-ish). Spread jam over one piece of the dough. Carefully lift the second piece of dough and place it on top.
Slice dough into 8 equal triangles, like you would slice a pie.
Remove preheated pan from oven and cover with parchment paper. Place triangles of dough onto the baking sheet then bake for 12-15 minutes or until puffed and golden brown. Serve with additional jam, clotted cream, tea, and the latest episode of Downton Abbey.