Preheat the oven to 375°F (190°C). Line a baking sheet with parchment paper.
Cut the butter and cream cheese into 1/2 inch cubes. Cover each separately with plastic wrap and return them to the refrigerator to chill until you prepare the rest of the ingredients.
Whip the heavy cream just until soft peaks form when the beater is lifted. Place it in the refrigerator.
In a large bowl, combine the flour, 3 tablespoons of the sugar, baking powder, and salt. Add the cream cheese and cut it into the flour mixture, using a pastry blender or pinch with your fingers, until the cream cheese is no larger than small peas.
Add the butter and press the cubes between your fingers until it resembles coarse cornmeal.
Make a well in the center and pour in the whipped cream, then the egg. Use a fork to gently combine the egg and cream in the center, then use it to combine everything into a rough mass.
Dip your hands into the bowl and knead the mixture a few times into an even mass.
On a lightly floured counter, roll the dough to roughly a 10-by-6-inch rectangle (think: a piece of paper but a little smaller). Sprinkle 1 tablespoon of the remaining sugar and 1 teaspoon of the cinnamon over half of the rectangle (it will seem like too much but trust me, these scones do not end up overly sweet), then fold it in half.
Roll the dough out again into an 8-by-6-inch rectangle; sprinkle another of the remaining tablespoons of sugar and the last teaspoon of cinnamon over half, then fold in half again.
Roll the dough once again into a rectangle and using a sharp knife or a pizza cutter, cut into 6 to 9 triangles. Alternatively, do not roll one third time, but just pat the dough into roughly a 6-inch circle. Using a sharp knife, cut into 6 wedges.
Evenly space the wedges on the pan, brush with heavy cream and sprinkle with final tablespoon of sugar.
Bake until slightly golden at the edges, 15 to 17 minutes.