Mix dry ingredients. In a large bowl, whisk together the flour, brown sugar, baking powder, cinnamon, pumpkin pie spice, and salt.
Cut in the butter. Grate the cold butter directly into the bowl (or finely chop it with a sharp knife) and toss to distribute.
Add wet ingredients. Add the pumpkin purée and egg, then mix in the heavy cream and vanilla.
Form the dough. Knead gently just until combined — don't overwork it. If it's too sticky, sprinkle in a little more flour. Press into a large circle on parchment paper.
Chill the dough. Freeze the dough circle for about 15 minutes so the butter firms up.
Preheat and cut. Preheat the air fryer to 330°F. Cut the chilled circle into 8 triangles and separate them, spacing about 1½ inches apart on parchment in the basket (work in batches of about 4).
Brush and sprinkle. Brush the tops and sides of each scone with the reserved heavy cream, then sprinkle generously with raw sugar.
Air fry. Cook at 330°F for 9–11 minutes, until golden and a toothpick inserted in the center comes out clean.
Cool. Transfer to a wire rack and let cool for 10 minutes.
Glaze and serve. Whisk the confectioners' sugar with the heavy cream until smooth, then drizzle over the cooled scones. Serve and enjoy!