Preheat oven to 400°F. Line a baking sheet with parchment paper.
In a large bowl, whisk together flour, granulated sugar, baking powder, baking soda, salt, and cinnamon until evenly distributed.
Cut cold butter into flour mixture using a pastry cutter or two forks until it resembles coarse crumbs with some pea-sized butter pieces remaining.
Add diced apple (and cinnamon chips if using) and toss gently until evenly coated in the flour mixture.
In a small bowl, whisk together heavy cream, egg, and vanilla. Pour into the dry ingredients and stir gently with a spatula just until a shaggy dough forms. Do not overmix.
Turn dough onto a lightly floured surface and pat into an 8-inch round disk, about 1 inch thick. Cut into 8 even wedges.
Transfer wedges to prepared baking sheet, spacing 2 inches apart. Freeze for 15 minutes to firm up the butter.
Remove from freezer. Brush tops lightly with heavy cream and sprinkle generously with turbinado sugar.
Bake for 18-20 minutes until golden brown and a toothpick inserted in the center comes out clean. Rotate the pan halfway through. Cool on the baking sheet for 5 minutes, then transfer to a wire rack.
Whisk together powdered sugar, milk, cinnamon, and vanilla until smooth. Drizzle over slightly warm scones and let set for a few minutes before serving.