Preheat your oven to 400°F and line a baking sheet with parchment paper.
In a large mixing bowl, combine the flour, sugar, baking powder, and salt.
Add the cold cubed butter to the dry ingredients and mix until the texture resembles coarse crumbs with small pieces of butter throughout.
In a separate bowl, whisk together the vanilla extract, lemon zest, heavy cream, and the egg.
Pour the wet ingredients into the dry ingredients and stir until a dough forms. Be careful not to overmix.
Transfer the dough to a lightly floured surface. Shape it into a rectangle about 1 inch thick. Using a pastry cutter or pizza cutter, cut the dough into small triangle-shaped mini scones.
Place the scones on the prepared baking sheet and bake for 10–15 minutes, or until lightly golden on top.
Allow the scones to rest for 5 minutes before transferring them to a fresh sheet of parchment paper.
In a small bowl, whisk together the powdered sugar and fresh lemon juice until smooth.
Drizzle the lemon glaze over the warm scones and let them sit for about 15 minutes so the glaze can set.