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1. Put honey and bay leaf in a medium skillet over medium heat. Simmer until honey is bubbling and turns a shade darker, about 2 minutes.
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2. Place plums in honey. Cook, without moving, until undersides are golden brown, about 5 minutes. Stir plums and cook 1 to 2 minutes longer, until tender but not falling completely apart. If the caramel starts to get too brown, stir in a teaspoon or two of water and lower the heat. Scrape plums and syrup into a bowl and chill for at least 1 hour. (Plum compote can be made up to a week ahead.)
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3. Heat oven to 400 degrees. Line a baking sheet with parchment.
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4. In a small bowl or measuring cup, mix together the cream and egg.
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5. In a large bowl, whisk together flour, cornmeal, sugar, baking powder and salt (or you can do this in a food processor). Using a fork, pastry cutter or your fingertips, cut butter into flour until the mixture forms coarse crumbs (or pulse in a food processor). Drizzle in as much of the cream mixture as you need to make a smooth, moist but not wet dough. Save remaining cream-egg mixture for brushing.
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6. Turn dough out onto prepared baking sheet. Pat into a 1 1/4-inch thick round. Using a paring knife, cut 8 wedge-shaped scones (as though you were cutting slices of pie) and push them apart on the baking sheet to separate them 1/2 inch apart. Brush dough with remaining cream-egg mixture, or use more cream if you've run out of the mixture.
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7. Using your fingertips, make a deep indentation about 1 inch in diameter in the center of each scone. Tuck some plum into the hole. Transfer pan to oven and bake until uniformly golden brown, 15 to 17 minutes. Cool 5 minutes on the pan, then transfer to a wire rack to cool completely. Serve scones with extra plum compote and butter on the side if you like.
