Yes! Absolutely! If you don't, you will end up with scone puddles. I like to cut the dough into triangles and arrange the triangles on a quarter baking sheet. Move the scone dough to the freezer for at least 20 minutes before baking. No need to remove the dough from the freezer ahead of time. Frozen dough can go directly from the freezer to your baking sheet and into the oven. See our tips for Storing and Freezing Scones below.