Preheat your oven to 400°F (204°C) and line a baking sheet with parchment paper.
In a large bowl, whisk together the flour, baking powder, salt, sugar, and cinnamon.
Add the cold grated or cubed butter and work it into the flour until the mixture resembles coarse crumbs with pea-sized pieces of butter remaining.
In a separate bowl, whisk together the heavy cream, egg, and vanilla.
Pour the wet ingredients into the flour mixture and gently stir until the dough just begins to come together.
Fold in the cooled cinnamon apples and the toasted nuts, if using.
Mix only until there are no dry streaks of flour remaining.