When all the butter has been added, use a pastry cutter or your fingers to work the butter into the flour mixture until the butter is fully incorporated and the mixture resembles coarse sand with some larger pieces.
In a separate bowl, lightly beat an egg. Then whisk in the heavy cream and vanilla extract and until well combined. Form a little well in the center of the flour and butter mixture. Pour ½ of the wet ingredients into the dry and gently incorporate. Mix until the dough just comes together.
Transfer the scone dough onto a lightly floured surface and gently shape the dough into a ball. Shape into a 7 or 8 - inch disk. Place the disk onto a parchment lined baking sheet or plate to chill in the freezer for 30 - 40 minutes. While the scones chill in the freezer, preheat the oven to 400 F (204 C).
Remove the scones from the freezer and cut into 6 - 8 wedges using a dough scraper or long sharp knife. Space the scones about 2 - inches apart on a lined baking sheet. Brush scones with the heavy cream. Top with coarse sugar if you like. Bake for 14 - 16 minutes.
Allow scones to cool for 3 - 4 minutes on the baking sheet before transferring them to a cooling rack. Mix powdered sugar, vanilla bean paste and heavy cream to your desired consistency. Then top the scones, set and enjoy!