Position a rack in the center of the oven and the preheat the oven to 400 F. Line a baking sheet with parchment paper.
Mix the flour, baking powder, sugar, salt, lemon zest, and white chocolate together in a large bowl. In another bowl, whisk together the heavy cream, lemon juice, vanilla, and egg. Use a pastry cutter to cut the butter into the flour mixture, until the butter is the size of small peas. Add the wet mixture to the flour, and mix until combined. Dump the dough out onto a lightly floured surface, and knead the dough 6 to 8 times (add more flour if the dough is sticking too much).
Using a floured rolling pin, roll the dough into a 12-inch square. Fold the dough in thirds (a business letter fold). Lift the short ends of the dough and fold into thirds again, making a 4-inch square. Transfer dough to a baking sheet or plate dusted with flour, and chill in the freezer for 5 minutes.
Bring the chilled dough back to your floured surface, and roll into a 12-inch square again. Fold business letter style one more time, and then turn the dough over so it is seam side is down. Gently roll/pat the dough into a 12-by 4-inch rectangle. Using a sharp knife, cut the rectangle crosswise into four equal rectangles, then cut each rectangle diagonally to form two triangles. Transfer the triangles to the baking sheet.
Brush the tops with a little heavy cream. Bake until the tops and bottoms are golden brown, 18-25 minutes, rotating the sheet halfway through baking. Transfer the sheet to a wire rack and let cool a bit. Top with lemon icing.