In a large bowl, combine the first six ingredients.
Cut in the cold butter until mixture resembles coarse crumbs.
In a small bowl, whisk together buttermilk and oil; add to crumb mixture.
Stir in blueberries and bacon.
Turn out onto a floured surface; knead 10 times.
Pat into an 8-inch circle. Cut into eight wedges.
Separate wedges and place on a greased baking sheet.
In a small bowl, beat egg and milk; brush over scones, sprinkle with sugar.
Bake at 425º for 15 to 20 minutes or until golden brown. Serve warm.
Note: If using frozen blueberries, do not thaw before adding to batter.