Preheat Oven: Preheat your oven to 350°F (175°C) and line a baking sheet with parchment paper.
Mix Dry Ingredients: In a medium bowl, sift together the flour, granulated sugar, baking powder, and salt.
Prepare Wet Ingredients: In another bowl, mix the egg, lemon zest, and vanilla extract into the heavy cream. Let it sit for 10 minutes to enhance the lemon flavor.
Cut in Butter: Using a pastry cutter or two knives, cut the chilled butter into the flour mixture until it resembles coarse crumbs.
Combine Ingredients: Add the cream mixture to the flour mixture and stir gently with a fork until just combined. The dough should be crumbly but hold together.
Shape the Dough: Turn the dough out onto a floured surface, press it into a rectangle, and roll it to about ¾-inch thick. Cut into 12 squares, then each square into two triangles.
Bake: Transfer the triangles to the prepared baking sheet and bake for about 18 minutes, or until golden brown.
Cool: Allow the scones to cool on the baking sheet for 15 minutes, then transfer them to a wire rack to cool completely.
Prepare the Glaze: Combine lemon zest, lemon juice, and salt with the milk in a bowl. Let it sit for 10 minutes, then gradually whisk in the powdered sugar until smooth.
Glaze the Scones: Dip each cooled scone into the glaze. Let the glaze set for about 1 hour before serving.
