Preheat oven to 350°F (180°C) and line a baking sheet with parchment paper.
Peel and dice the apple into small cubes. Place on the prepared baking sheet and bake for 10 minutes, or until slightly caramelized.
In a large bowl, whisk together the whole wheat flour, baking powder, salt, and cinnamon.
Cut the cold butter into small cubes and use your fingertips or a pastry blender to rub it into the flour mixture until it resembles coarse crumbs.
Let the baked apple cool slightly, then add it to the flour mixture.
In a separate bowl, whisk together the honey, milk, and egg.
Pour the wet ingredients into the dry ingredients and mix until just combined. Do not overmix.
On a lightly floured surface, pat the dough into a circle about ¾ inch (2 cm) thick. Cut into triangles or use a round cutter to make scones.
Place the scones on the prepared baking sheet and bake for 15-18 minutes, or until golden brown.
Let cool for a few minutes, then serve fresh, drizzled with a little honey or sprinkled with nuts.
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