Preheat the oven to 400°F (200°C). Line a baking sheet with parchment paper.
In a mixing bowl, whisk together the flour, granulated sugar, baking powder, baking soda, cinnamon, nutmeg, and salt until combined.
Add the cold, cubed butter into the dry ingredients. Using a pastry cutter or fork, cut the butter into the mixture until it resembles coarse crumbs.
In another bowl, whisk together the pumpkin puree, heavy cream, egg, and vanilla extract until smooth.
Gradually add the wet ingredients to the dry ingredients, stirring gently until just combined. Do not overwork the dough.
Turn the dough out onto a floured surface and gently shape into a circle about 1-inch thick. Cut the circle into 8 wedges using a knife or pizza cutter.
Transfer the wedges to the prepared baking sheet and bake for 15-20 minutes, or until lightly golden brown and a toothpick inserted in the center comes out clean.
While the scones are baking, prepare the glaze. In a small bowl, whisk together the powdered sugar, milk, and vanilla extract until smooth and pourable.
Once the scones are done baking, remove them from the oven and allow them to cool slightly. Drizzle the glaze over the warm scones.