Preheat the oven to 425F and line a large baking sheet with parchment paper.
In a large bowl, combine all-purpose flour, vanilla protein powder, baking powder, cinnamon, nutmeg, and salt.
In a medium bowl, mix together egg, honey, Greek yogurt and vanilla extract. Mix them well together.
Add the carrots to the wet ingredients and mix.
Now, pour the wet ingredients into the large bowl with flour and mix until thick dough forms. It might be a little crumbly, that’s fine.
Finally, grate the cold butter and knead it into the dough.
Form a large ball of dough and place it on a floured surface. Roll the dough with the pin until it’s 8 inches wide.
Cut the dough into 8 triangles using a knife.
Place each piece onto the baking sheet, spacing them out.
Brush the scones with milk and bake in the oven for 18-20 minutes.
While the scones are baking, whisk together all the cream cheese glazing ingredients.
Once the scones are ready, remove them from the oven, let them cool down a little bit, and drizzle with cream cheese glazing.