Preheat Oven: Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper or a silicone mat.
Mix Dry Ingredients: In a large bowl, whisk together the flour, sugar, baking powder, salt, and lemon zest.
Cut in the Butter: Add the cold, cubed butter and use a pastry cutter or your fingertips to work it into the dry ingredients until the mixture resembles coarse crumbs.
Mix Wet Ingredients: In a separate bowl, whisk together the heavy cream, beaten egg, and vanilla extract.
Combine Wet and Dry Ingredients: Pour the wet ingredients into the dry mixture, stirring gently with a fork until just combined. Avoid overmixing.
Shape the Dough: Turn the dough onto a lightly floured surface and knead gently 2-3 times. Shape into a 1-inch thick circle, then cut into 8 wedges.
Bake: Place the scones on the prepared baking sheet and bake for 15-18 minutes or until golden around the edges.
Cool and Glaze: Let the scones cool on the baking sheet for 5 minutes, then transfer to a wire rack. Mix the glaze ingredients and drizzle over the cooled scones.