Preheat oven to 350 F and spray madeleine pan with non-stick cooking spray
Melt butter in microwave safe bowl and set aside until cooled
Using a hand mixer, combine eggs and sugar until slightly foamy. Add in flour and baking soda and mix well. Add in melted butter and vanilla.
Fill each madeleine tin with batter, careful not to overfill
Bake for 10 minutes, or until edges are slightly crispy and golden brown
Allow to cool slightly before removing from pan.
In a separate bowl, combine confectioners sugar and heavy whipping cream. Glaze should be thick. If too thin, add more confectioners sugar.
Pour a small amount of glaze on top of each madeleine
While glaze is still wet, add sprinkles