1. Preheat the oven to 425°F. Prepare cookie sheets by lining them with parchment paper or by lightly greasing and flouring them. Set aside.
2. In a large mixing bowl, sift together the flour, sugar and salt. Add the ground walnuts. Using your hands, incorporate the butter into the flour mixture until the texture resembles coarse meal.
3. In a separate bowl, whisk together the egg, buttermilk and vanilla. Add the wet ingredients to the dry and combine just until mixed. Be careful not to over mix.
4. Roll the dough gently on a lightly floured surface. Using a heart-shaped cookie cutter cut out the scones. Continue to reform the dough scraps and cut with the cookie cutter until all of the dough has been used. Transfer the scones onto the prepared baking sheet.
5. With your thumb or the back of a teaspoon, press a shallow indentation into the center of each heart-shaped scone. Place a small amount of the jelly into each indentation. Brush milk onto the hearts and bake in the oven for 10-12 minutes. Cool completely on a wire rack.