In a large mixing bowl combine the flour, sugar, salt, cinnamon, and baking powder. Stir to combine. Using a box grater, grate in the frozen butter*, use your hands to gently incorporate the butter into the dry ingredients.
In a small mixing bowl combine the heavy cream, 2 eggs, and vanilla, stir well to combine. Pour over the dry ingredients and mix until a dough forms. Lightly flour a clean surface, transfer the dough onto the prepared surface and gently form the dough into a large circle. Roll out to 1 inch thick, slice into 10 even pieces.
Preheat oven to 400 degrees and line 2 large baking sheets with parchment paper. Transfer the scones onto the prepared baking sheets, spread 2 inches apart. In a small mixing bowl combine the remaining egg and water, stir well to combine. Using a pastry brush, brush egg wash onto the top of each scone, sprinkle with coarse sugar if desired.
Bake at 400 for 18-20 minutes until golden brown, transfer to a cooling rack.
For the Glaze:
In a mixing bowl combine the heavy cream, powdered sugar, and cinnamon. Whisk well until smooth and pour over the scones once cooled. These are best enjoyed immediately but will keep unglazed for 2-3 days.
Notes
*If you don't have a box grater you can cut the frozen butter into tiny cubes.