Preheat the oven to 400 degrees and prepare a sheet pan with parchment paper. Set to the side.
Grate the frozen butter over a medium-sized bowl. Place the bowl in the fridge until ready to use.
Combine the flour, baking powder, salt, and spices in a medium-sized bowl. Then, dump the frozen grated butter on top of the mixture. Combine the butter with the dry ingredients using a pastry cutter, fork, or your fingers. The flour should resemble a pea-sized crumb and should have a sandy texture.
Mix the heavy cream, egg, brown sugar, and vanilla in a small bowl. Drizzle the mixture over the flour and butter mixture and gently combine. When the mixture is just combined, fold in the apple chunks. It is okay if the mixture has dry patches, as it should be loose.
Dump the dough onto a floured surface and form it into a loose ball. The ball may be sticky or too dry. If it is sticky, add more flour to the mixture. If it seems too dry and won't stick together, add 1-2 tablespoon of heavy cream. When the dough is together, roll it into a ball and flatten it into an 8-inch disc. Use a knife or a bench scraper to cut the dough into 8 wedges. Split the dough into two 5-inch discs for smaller scones and cut into smaller wedges.
Place the scones on the prepared baking sheet. Brush them with the remaining heavy cream and top with coarse sugar, if desired. Refrigerate the scones for 15 minutes before baking.
Bake the scones in the oven for 18-24 minutes. When the scones have a golden brown edge, they are done.
While the scones are baking, make the cinnamon glaze. Combine the powdered sugar, heavy cream, and cinnamon in a small bowl. Mix until combined. If you want the glaze thicker or thinner, add more heavy cream or powdered sugar until it reaches the desired consistency.
When the scones are fully cool, drizzle the glaze over the top.
