Preheat the oven to 350F and line a large baking sheet with parchment paper. Sift together the flour, sugar, baking powder, and sea salt. Cut in the cold butter with a pastry blender (alternatively, you could rub it in with your fingers) until the mixture resembles damp sand.

Using a fork, blend in the whipping cream and vanilla extract until it comes together into a dough–you may wish to finish with your hands, pressing it into a ball. 

Divide the ball into 3 equal portions, then flatten them on the baking sheet into discs about 3/4″ high and 4″ across. Use a large knife or a bench knife to cut the discs into six equal triangles, first across then each half into thirds. Separate the triangles to give them room to rise as they bake.

Bake for 15-18 minutes, or until the bottoms are golden brown and the tops are no longer doughy. Remove from the oven and cool completely.

For the Glaze:

With a small sharp knife, split the vanilla bean open lengthwise and scrape it with the sharp edge of the knife. You will have small, clumps of tiny black beans on the knife.  Scrape it into a bowl with the milk and whisk them together. Sift in the powdered sugar until it is all combined.

Dip the tops of the scones in the glaze, then set them on a cooling rack and allow the frosting to harden for about 30 minutes before eating.