Grate the chilled butter (I use a cheese grater) into a large bowl and plate it in the freezer for 10 minutes. In the meantime, pulse the oats in a blender or food processor. You want them mostly ground up but a few whole oats will just add a little texture.
In a small bowl, combine flour, oats, baking powder, sugar, salt, cinnamon, ground ginger, and ground allspice.
Remove the grated butter from the freezer, and add the flour mixture to the butter. Using a pastry cutter, cut the flour into the butter until you have a coarse crumb mixture.
In a separate small bowl, whisk the molasses and egg into the heavy cream. Pour it into the crumb mixture and work it together until a dough forms.
Divide the dough into two equal parts, and pat them into two round, flat disks. Cut each disk into four quarters, and then cut each quarter in half so you have eight equal wedges in each disk.
Space the dough wedges out onto a Silpat or parchment lined baking sheet.
Bake for 15-18 minutes or until golden brown on top.
Icing
Whisk together powdered sugar, heavy cream and vanilla extract. Add water by the teaspoon until the desired constancy is reached.