Line a baking sheet with parchment paper; set aside.
In a large bowl, whisk the flour, sugar, baking powder, and salt together.
Dice cold brown butter into small pieces, and add to the flour mixture. Add the cream cheese. Then use a fork or pastry blender to cut the brown butter and cream cheese into the flour. The mixture should resemble coarse crumbs.
In a medium bowl, whisk the heavy cream, sour cream, egg, and vanilla together until combined. Pour wet ingredients over the dry ingredients, and stir with a spatula until dough comes together. You might need to use your hands to mix the rest of the loose flour into the dough. Toss in the chopped pecans, stirring to evenly distribute.
Turn dough out onto a floured surface. Laminate the dough by shaping it into a rectangle. Fold it in half, press it down slightly, then turn the dough 90 degrees and fold in half again. Repeat this process 2-3 more times before shaping the dough into an 8-inch disc that's about 1.5 inches tall. Using a sharp knife or bench scraper, slice into 8 even wedges. Place them on the baking sheet 2 inches apart. Chill in the refrigerator for at least 1 hour.**
Preheat oven to 400ºF. Brush scones with milk or cream. Bake for 18-22 minutes or until golden brown around the edges and lightly browned on top. If scones start to get too brown, tent a sheet of aluminum foil over them. Remove scones from the oven and allow to cool at least 5 minutes before drizzling icing on top.