There are a couple of tricks to a good scone. First of all, the butter and cream should be cold cold cold cold. If at any point, the butter starts to melt into the flour mixture, pop the whole bowl into the freezer for a few minutes. I like to freeze my scones before I bake them as well. Secondly, handling the dough too much makes the scones tough. This is especially tricky when adding extra wet ingredients like pumpkin to the batter. Use a fork to mix the wet ingredients into the dry and stop before everything is completely uniform.
Preheat the oven to 400 degrees F. Line a rimmed baking sheet with parchment paper.
In a small bowl, whisk together the pumpkin puree, heavy cream, vanilla and egg. In a large bowl, whisk together the flour, granulated sugar, baking powder, cinnamon, ginger, nutmeg and salt. Using a pastry blender, cut the butter into the flour mixture. Add the pecans and toss to combine. Use a fork to stir in the pumpkin mixture just until you have craggy dough. Do not overmix.
Tip the dough out onto the prepared baking sheet and pat it into a 6-inch circle. Cut the dough into 8 equal triangles and freeze them for at least 15 minutes. (Once they're frozen, you could transfer them to an airtight container and keep them frozen for up to a month.)
Spread the scones out on the baking sheet and brush with a bit of cream. Bake until a toothpick inserted into the centers comes out clean, 20 to 25 minutes. Transfer to a rack to cool completely, about 1 hour.
Mix together the cream cheese, confectioners' sugar and milk with an electric mixer in a large bowl until smooth. Spread some of the cream cheese mixture on top of each scone and serve immediately.