In a large bowl whisk together the flour, sugar, baking powder, salt, cinnamon, and nutmeg.
Add the cold diced butter and using your fingertips, rub the butter into the flour mixture until it resembles coarse crumbs. Toss in the chocolate and mix gently with your hands to combine.
In a separate small bowl whisk with a fork the heavy cream and vanilla until combined.
Create a small well in the center of the flour mixture. Pour the cream mixture into the well, and stir with a fork until the dough comes together.
Turn the dough out onto a floured surface. Form into a disk, cover with plastic wrap and refrigerate for 30 minutes. Roll dough into a square, about 1/2 to 3/4 of an inch thick. Cut in half vertically, then horizontally to form 4 equal size squares. Then cut each little square diagonally to create smaller triangles. Transfer to a parchment-lined cookie sheet and pop your tray into your fridge for 15 minutes.
Preheat oven to 350º F.
Brush the scones with heavy cream and bake for about 18 to 20 minutes or until risen and golden brown. Remove from oven and allow to cool down completely on a wire rack.
Prepare the vanilla glaze: Mix the ingredients in a small bowl until smooth.
Drizzle glaze over scones, sprinkle with chopped walnuts, if using, and serve.