Preheat your oven to 400°F and line a baking sheet with parchment paper.
In a large mixing bowl, whisk together flour, sugar, baking powder, and salt.
Cut in the cold butter until the mixture resembles coarse crumbs.
Stir in the lemon zest.
In a small bowl, whisk together the heavy cream, egg, and vanilla extract.
Pour the wet ingredients into the dry and mix until just combined.
Turn the dough onto a floured surface, knead gently, then shape into a circle about 1-inch thick.
Cut into 8 wedges and place them on the prepared baking sheet.
Bake for 18-22 minutes until golden. Let cool completely.
For the glaze, mix powdered sugar and lemon juice until smooth, then drizzle over the cooled scones.