Preheat oven to 400°F (200°C) and line a baking sheet with parchment paper.
In a large bowl, whisk together flour, sugar, baking soda, baking powder, and salt.
Grate frozen butter into the dry ingredients and mix until coarse crumbs form.
In a separate bowl, whisk together Greek yogurt, cream, egg, and vanilla extract.
Gradually add wet ingredients to the dry mixture, folding gently. Add mix-ins.
Turn dough onto a floured surface, knead gently, shape into an 8-inch circle, and cut into 8 wedges.
Arrange wedges on the baking sheet and bake for 16–18 minutes until golden brown.
Let cool on a wire rack for 10 minutes.
Prepare glaze by combining powdered sugar and milk, then drizzle over cooled scones.