Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.
In a large bowl, whisk together the flour, oats, baking powder, baking soda, salt, cinnamon, and nutmeg.
Using a pastry cutter or two knives, cut the cold butter into the dry ingredients until it resembles coarse crumbs with pieces no larger than peas.
Fold in the diced apples, making sure they're evenly distributed throughout the mixture.
In a separate bowl, whisk together the honey, buttermilk, egg, and vanilla extract until well combined.
Pour the wet ingredients into the dry ingredients and stir just until the dough comes together. Avoid overmixing.
Turn the dough onto a lightly floured surface and gently pat it into an 8-inch circle about 1-inch thick. Using a bench scraper or sharp knife, cut the circle into 8 equal triangles.
Place the scones on your prepared baking sheet, leaving about 2 inches between each one. Refrigerate for 15 minutes.
Just before baking, brush the tops of the scones with a little buttermilk, then sprinkle with turbinado sugar and additional oats if desired.
Bake for 20-25 minutes, or until the scones are golden brown and a toothpick inserted into the center comes out clean. Rotate the pan halfway through baking for even browning.
Let cool on the baking sheet for 5 minutes before transferring to a wire rack to cool slightly. Serve warm or at room temperature.