Preheat oven to 400°F. Line a baking sheet with parchment paper or a silicone baking mat.
In a medium sized bowl, beat together cream cheese and cream. Add egg and vanilla extract and beat until well combined. Set aside.
In a large bowl, whisk together the flour, sugar, sprinkles, baking powder, and salt. Using a box grater with a small grate, grate the frozen butter into the flour (just like you would grate cheese). Combine the grated butter with the flour mixture with your hands or a fork until it is a coarse consistency. There should be some visible chunks of butter still.
Pour previously prepared wet ingredients over the butter/flour mixture. Gently stir together until a shaggy dough begins to form. Try not to overwork it. Dump onto a lightly floured surface, kneading to form together. Roll or press into a large circle about 1.5 inch thick. Use a biscuit or circle cutter to cut about 9 circle shaped scones from the dough. Arrange onto prepared baking pan
Place in a preheated oven and bake for about 10-12 minutes, until set and starting to brown slightly on bottoms/edges. Remove from oven and let cool.
While scones cool, make the glaze. Stir together powdered sugar, milk, vanilla, and a pinch of salt. You want a thick but still pourable consistency. If your glaze is too thick, add a small amount of milk; if too thin, add a little powdered sugar. Spoon glaze over cooled scones. Let glaze set and serve.
Notes: If wanting to make ahead of time, place cut scones on a parchment-lined baking sheet and place in the freezer for about 30 minutes, until frozen. Place in a freezer container or resealable bag. When ready to make, preheat oven, place frozen scones on a parchment-lined baking sheet, and bake as directed above. You will likely need to add a few minutes of cook time when baking from frozen.
Recipe by Wright Family Table at https://www.wrightfamilytable.com/christmas-morning-scones/