Preheat the oven to 325°F convection (350°F conventional). Line a baking sheet with parchment paper.

In a large bowl or the bowl of a stand mixer fitted with the paddle attachment, combine the flour, both sugars, salt, cinnamon, and baking powder. Add the cold cubed butter and mix on low until no visible pieces remain and the mixture resembles wet sand.

In a separate bowl, combine the vanilla, eggs, and heavy cream with an immersion blender or whisk until smooth, pale, and streak-free.

With the mixer running on low, slowly pour in the cream mixture and mix until almost incorporated.

Roll the dough to about 1 inch thick. Cut into 3.5-inch strips, then cut each strip into squares and each square diagonally to form triangles. Transfer to the prepared baking sheet and refrigerate for at least 30 minutes but 2 hours will give you better results!

Brush the chilled scones with heavy cream. Bake for 18 to 20 minutes, until golden brown and puffed. Cool completely on the baking sheet.

Whisk together the cream cheese, confectioners' sugar, and milk until smooth. Keep covered with plastic wrap until ready to use. Drizzle over the cooled scones and serve.