Make your filling first: In a food processor, pulse together all the ingredients until blended. Set aside.
Make your dough: Prepare a work surface with a dusting of flour. Flour a rolling pin.
Whisk together the dry ingredients and zest in a large bowl.
Cut butter into cubes. Use a pastry cutter to cut butter into
smaller pieces into the flour mixture. Don’t over-do it, stop when the butter is about large bean-sized.
Add heavy cream, egg and vanilla. Mix it in with a spatula to start to form the dough ball.
Use your hands to ball together the dough - it will seem like it needs more liquid but keep ‘kneading’ it into a ball, work quickly and it should form.
Place it onto your floured surface and roll it out into a large rectangle, at about 1/3 of an inch thickness. Flour as you go through the process so it doesn’t stick.
Trim the edges and cut the rectangle into squares. Spoon a teaspoon or more of cream cheese filling (depending on the size of your squares) in the center of your squares.
Dab some water onto the edges and press the edges shut tight.
If you have any scraps (I always do) re-roll the dough (keep the ones you’ve already made in the fridge in the meantime) and repeat. Do your best to keep the dough cold and not let the butter melt.
Freeze on a parchment-lined surface for at least an hour or up to a week ahead of time.
Preheat the oven to 400 F. Remove scones from freezer and brush with cream, and sprinkle with sugar. (The cream will freeze if you take too long before you get to the sugar so brush, sugar one and then move onto the next.)
Bake for 18-20 minutes.
Once scones are cool you have the option to glaze them.
Make the glaze by sifting the powdered sugar, pressing the raspberries through a mesh sieve, and adding a bit of lemon juice.