Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.
In a large mixing bowl, whisk together the flour, sugar, baking powder, and salt.
Add the cold, cubed butter to the flour mixture. Using a pastry cutter or your fingers, work the butter into the flour until the mixture resembles coarse crumbs.
Gently fold in the diced rhubarb.
In a separate bowl, whisk together the heavy cream, egg, and vanilla extract.
Pour the wet ingredients into the dry ingredients and mix until just combined. Do not overmix.
Turn the dough out onto a lightly floured surface and shape it into a circle about 1 inch thick. Cut into 8 wedges and place them on the prepared baking sheet.
Bake for 15-20 minutes or until the scones are golden brown.
While the scones are baking, prepare the glaze by whisking together the powdered sugar, heavy cream, and vanilla extract in a small bowl until smooth.
Once the scones are done, allow them to cool for a few minutes before drizzling with the glaze.