Preheat the oven to 400 degrees Fahrenheit and line a large baking sheet with parchment paper.
Add the gluten-free all-purpose flour, sugar, baking powder and sea salt to a mixing bowl and stir well to combine.
Pour in the coconut milk and vanilla extract and stir well until a thick dough forms. If the dough is overly sticky and doesn’t come together in a ball easily, add more flour (3 tablespoons at a time), until a thick dough forms. On the other hand, if the dough is too dry, add more coconut milk, 2 tablespoons at a time, until the dough absorbs all of the flour and forms a ball easily.
Add in the chopped apple and use your hands to incorporate them into the dough.
Form a round disc out of the dough and place it on a cutting board. Use a knife to cut the dough into 8 equal-sized triangles. If any chunks of apple pop out of the dough, you can gently poke them back in.
Place the triangles on the parchment-lined baking sheet and bake for 22 to 25 minutes, or until the scones are golden brown.
Remove scones from the oven and allow them to cool before serving.