Preheat the oven to 425 degrees F. Line a baking tray with a Silpat mat or parchment paper and dust with a little flour.
In a medium bowl add the flour, sugar, baking powder, salt, baking soda and nutmeg. Using your fingers work in the cubes of butter until the mixture resembles coarse breadcrumbs.
Add the dates, egg, and buttermilk. Mix gently but quickly with your fingers or a wooden spoon until just combined. Add the goat cheese and squeeze through the dough. You want to keep the cheese visible and in big tasty chunks.
Dump the dough onto a floured area and roll it into a ball shape. Pat the dough into a disc about one inch high. You can use a circle cutter or cut them into triangles using a sharp knife. Remember if things get sticky, just add more flour.
Place your scones onto the baking tray and keep them tight together. Brush the tops with the beaten egg and place them in the oven. Bake for about 20 minutes and golden brown on top. Let them cool for 5-10 minutes before slathering them in butter and serving.