Preheat oven to 425 F.
Add flour, sugar, baking powder, salt, cinnamon and nutmeg to a large bowl and whisk to combine.
Grate frozen butter into the bowl, then cut into flour mixture with a pastry cutter.Stir in chopped apple. Add vanilla to cream, then pour into flour mixture and stir together until dough begins to form.
Gather up dough with a spatula and form into a ball, use your hands if needed, but try not to work the dough too much, just enough to form a ball you can lift out to your baking stone or sheet.
Transfer to your baking stone (or parchment lined baking sheet.Press dough down to form a circle about 8"-9" wide.Cut across dough as you would a pizza, with a sharp knife, to create 8 triangles. Separate them a bit so they dont touch as they bake. Bake in preheated oven for 16-18 min, on lower rack if using baking stone, or middle rack if using baking sheet.
Remove from oven and let cool 10 min.
To prepare icing, in a small bowl or cup, using a small fork or whisk, mix together icing sugar with 1-2 tsp milk, just until runny enough to drizzle over scones.