Preheat oven to 400 degrees. Line 2 light-colored baking sheets with parchment paper and set aside.
Combine flour, sugar, baking powder, and salt in a large bowl. Blend in the cold butter using a pastry cutter until the butter is in pea-sized pieces.
Combine the eggs and heavy cream in a separate bowl and quickly add to the flour/butter mixture. Combine until just blended. The dough will be slightly sticky.
Dump the dough out onto a floured surface and be sure it is well combined. Flour your hands, the top of the dough and a rolling pin. Roll the dough out to 1-inch to 1 1/4-inch thick. Using a knife or cookie cutter, cut into 4-inch squares and then in half diagonally to create triangles.
Place on prepared baking sheets. Brush tops of scones with 2 tablespoons milk or cream. Bake 20 to 25 minutes or until the tops are golden and crisp.
While scones are cooling, make the glaze: melt butter in a small pot over medium heat. Swirl the melted butter for a few minutes until it starts to foam, smell nutty and you can see little brown speckles. Remove from heat.
Pour in vanilla, milk and powdered sugar. Whisk until thick and combined. You may need to add more milk or powdered sugar depending on the desired consistency you prefer. You want it to be the same thickness as white school glue. Drizzle over each scone.
Enjoy scones at room temperature. Store in airtight containers for up to three days.