Preheat the oven to 375 degrees F, and line a baking sheet with a silicone baking mat or parchment paper.
With a stand mixer, mix together the whole wheat flour, baking powder, cinnamon, and salt. Cut in the butter in cubes and add to the mixture- the mixture will resemble fine crumbs. Stir in the Greek yogurt, vanilla, milk, egg, and Splenda® Naturals Sugar & Stevia Blend.The dough will be light and it will form into a ball.
Transfer the dough to the prepared baking sheet, and shape into a ¾” tall circle using a spatula. Slice the circle into 8 triangular segments with a sharp knife. Bake for 15-18 minutes, or until the tops are lightly golden. Transfer on a cooling rack and let cool completely.
In the meantime, you can make the drizzle! Stir together the cream cheese, milk, and Splenda® Naturals Sugar & Stevia Blend in a small bowl. If you want a thinner glaze, add more milk. Mix until the glaze is lump-free and smooth. Transfer the glaze mixture to a zip-topped bag, and cut off a tiny piece of one corner. Drizzle the top of each scone and enjoy this healthful treat!