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In a food processor or large bowl, combine flour, sugar, baking powder, and salt.
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Mix to combine.
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Add butter and pulse with processor or cut using a pastry cutter until small pea size clumps form.
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Slowly add in egg and pulse or mix with spoon to combine.
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Add cream and vanilla and combine.
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Preheat oven to 350 degrees. Line 2 cookie sheets with parchment paper.
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On a lightly floured surface, roll out scone dough in a rectangle and ¾ inch thick.
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Cut into squares then slice squares in half diagonally to form triangles.
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Place triangles 2 inches apart on cookie sheets and bake for 20 minutes.
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Cool completely before dipping in glaze.
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To make the glaze, mix powdered sugar, milk and vanilla with a fork.
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Dip cooled scones into glaze or pour glaze over scones with a spoon.