Make the filling: Melt the butter in the microwave or on the stove. Stir in the brown sugar and cinnamon. Place in the fridge until ready to use.
Prep the butter: grate the frozen butter onto a plate (I recommend cutting the stick in half first, then grate one half at a time). If you forgot to freeze the butter, cut it with a sharp knife into small cubes. Stick it back in the fridge or freezer for now.
To a big bowl: Add the all purpose flour, sugar, salt and baking powder. Whisk together. Then add in the grated/cut butter and use a pastry cutter, two forks or your fingers to incorporate the butter with the dough so it comes together in pea-sized crumbs. Place in the fridge.
To another bowl: Add the heavy cream, egg and vanilla and mix to combine. Add the wet ingredients to the dry and mix with a spatula or wooden spoon. The dough will be thick and sticky.
Sprinkle a handful of flour on a clean surface or cutting board. Turn the dough onto the surface. Add flour to your hands and knead the dough gently until it forms a more cohesive ball. Form the dough into a rectangle. Fold the right side into the center, then the left side on top (this is how we create more flaky layers!). Press it all down together and turn the rectangle to the right so it's horizontal again. The rectangle should be 5 inches wide and 14 inches long (13 x 35 cm).
Get the butter/brown sugar filling from the fridge and use a spoon or spatula to spread it on the dough. Try to get all the way to the edges! Turn the dough rectangle so it's now vertical (short side closest to you) and roll away from yourself as tightly as you can. You should now have a log of scone dough. Cut it into eight pieces. It's okay if the dough squishes a bit, you can re-shape it into circles after it's cut. Place the uncooked cinnamon scones on a plate and in the freezer for 15 minutes. If you only have room in the fridge, refrigerate for 20-30 minutes.
Meanwhile, preheat your oven to 375 F (190 C). Line a baking sheet with parchment paper. After the dough has been in the freezer/fridge, place the uncooked scones on the baking sheet and bake for 20-25 minutes. The scones will expand quite a bit in the oven.
Make the icing: whisk together cream cheese, softened butter, confectioners sugar and vanilla. It's easy to do in a processor, blender or with a hand mixer or stand mixer. I used my immersion blender and set aside. Note that you should only ice your scones before you eat them! Icing can be refrigerated, but may need to be warmed up a bit to be spreadable.
Let the scones cool completely before icing them. If you plan to make them last a few days, I recommend icing them right before you eat!