Preheat your oven to 400°F (200°C).
In a large mixing bowl, whisk together the all-purpose flour, granulated sugar, baking powder, and kosher salt until well combined.
Add the cold, cut-up butter to the flour mixture. Using a pastry cutter or a fork, work the butter into the flour until the mixture resembles coarse crumbs.
In a separate medium bowl, combine the cold heavy whipping cream, vanilla extract, and the seeds scraped from the vanilla bean. Stir gently until well mixed.
Pour the wet ingredients into the dry mixture. Stir gently with a spatula or wooden spoon until just combined. Be careful not to overmix.
Turn the dough out onto a lightly floured surface. Gently knead it a few times until it comes together. Pat the dough into a circle about 1-inch thick. Cut the circle into wedges, or use a round cutter.
Place the scone wedges on a parchment-lined baking sheet, leaving space between each piece. Bake for 15-20 minutes, or until the tops are lightly golden.
While the scones are baking, prepare the glaze. Whisk together the powdered sugar, seeds from the vanilla bean, and milk until smooth.
Once baked, remove the scones from the oven and let them cool for a few minutes. Drizzle or spread the glaze over the warm scones. Allow the glaze to set before serving.