Preheat oven to 425 degrees.
In a large bowl, combine flour, sugar, baking powder, baking soda, salt, and cinnamon.
Cut in butter and mix until it resembles coarse crumbs (you can do this in a food processor or the old fashioned way - with your hands!).
In a separate bowl, whisk together buttermilk and oil. Add to dry ingredients and mix until just moistened (do not overmix. You do not want tough scones).
Stir in blueberries, bacon, and cheese.
Turn dough out onto a well-floured surface. Knead 10 times. Form into a ball and then pat down until you have an 8-inch circle (about the size of a small dinner plate).
Cut circle into eight wedges. Place wedges on a greased baking dish.
Mix together egg and milk. Brush over the top of the wedges. Sprinkle wedges with sugar.
Bake for 15-20 minutes or until a toothpick comes out clean. Allow to cool for five minutes before removing from pan.
Combine all ingredients for the cinnamon sugar butter in a small bowl. Serve scones warm with butter.