Preheat oven to 375°F and line two baking sheets with parchment paper.
In a mixing bowl, stir together flour, sugar, salt, and baking soda. Cut in the butter using a pastry blender, two knives, or your fingers, breaking the butter down until the mixture looks a bit like wet sand.
In another bowl, whisk together the heavy cream and egg, then pour into the flour mixture.
Stir to create a shaggy dough, then use your hands to bring it all together. Knead just a couple of times to form a ball.
Dust a work surface and rolling pin with flour. Roll out dough into a large, thin rectangle. Use a rolling pastry cutter or 2-inch round cookie cutter to cut crackers. Gather scraps to reroll.
Transfer crackers to baking sheets. Prick each cracker a few times with a fork, then sprinkle with salt.
Bake for 8-12 minutes, until lightly golden. (Total time will depend on size and thickness of the crackers.) Let cool completely on a wire rack before storing in an airtight container.