Split the vanilla beans down the middle lengthwise and scrape out all the vanilla “caviar” inside. Stir caviar into cream. Set aside for 15 minutes.
Sift together flour, 2/3 cup sugar, baking powder, and salt.
Cut cold butter into pats, then use a pastry cutter or two knives to cut the butter into the flour. Keep going until mixture resembles crumbs.
Mix vanilla cream with egg, then combine with flour mixture; stir gently with a fork just until it comes together.
Turn dough onto a floured surface and lightly press it together until it forms a rough rectangle. (Mixture will be pretty crumbly.) Use a rolling pin to roll into a rectangle about 1/2 inch to 3/4 inch thick. Use your hands to help with the forming if necessary.
Use a knife to trim into triangles.
Transfer to a parchment or baking mat-lined cookie sheet and bake for 18 minutes, removing from the oven just before they start to turn golden. Allow to cool for 15 minutes on the cookie sheet, then transfer to a cooling rack to cool completely.
VANILLA GLAZE- To make the icing, split one vanilla bean in half lengthwise and scrape out the caviar. Stir caviar into milk; allow to sit for awhile. Mix powdered sugar with the vanilla milk, adding more powdered sugar or milk if necessary to get the consistency the right thickness. Stir or whisk until completely smooth.
One at a time, carefully dunk each cooled scone in the glaze, turning it over if necessary. Transfer to parchment paper or the cooling rack. Allow the glaze to set completely, about an hour.