Preheat the oven to 375 and line a baking sheet with parchment paper. Grease it lightly.
Sift the flour, baking powder, baking soda and salt into the bowl of an electric mixer.
Chop cold butter into small slices and add to dry ingredients. Mix dry ingredients and butter until it looks like coarse crumbs.
In a small bowl, whisk the eggs, vanilla, sugar and buttermilk together. Add the egg mixture to the flour mixture while mixing on low speed. Mix until all combined.
Sprinkle cinnamon on the surface, take the dough out onto the cinnamon and knead the dough until smooth, folding in onto itself, which will help make the layers. (Add a little more cinnamon if you need to.)
Pat the dough into a circle that is about 1½ inches thick in the center but thinner on the outer edge. Cut the circle like a pie, into 8 equal pieces.
Transfer slices of dough onto a baking sheet.
Bake for about 18-22 minutes, until golden-brown. Take out of the oven.
Combine powder sugar and cinnamon and whisk in heavy whipping cream. Whisk until glaze is smooth and pour some glaze over the warm scones.