Preheat oven to 425 F . Lightly grease a baking sheet or line with parchment paper.
In a large mixing bowl, whisk together flour, sugar, baking powder and salt. Add butter and cut into flour mixture using a pastry blender or two forks. Blend until mixture resembles coarse sand.
Add dry pudding mix, and stir to combine.
Add vanilla, egg, and 1/2 cup cream.
Gently stir liquid into dry mixture, stirring just until combined. Then, using hands, form dough into a ball.
Turn dough out onto a lightly floured surface. Press out until dough is about 1/2- to 3/4-inch thick. Cut dough into 8 large triangles, or use a 2-1/2" biscuit cutter to cut into rounds, and place on prepared baking sheet. Brush tops of scones with cream (about 1 tablespoon). Bake in preheated oven until light golden brown (about 8 to 10 minutes) Let cool 3 minutes on pan then remove to cooling rack. While scones cool, beat together butter and powdered sugar. Add remaining heavy cream and stir until smooth. Add additional cream if needed until glaze reaches desired consistency. Spread glaze over the tops of scones and serve. Makes 8 scones.