Scheib's fourth win in seven giants this season, on top of two second places, extended her lead in the discipline standings to 139 points.
The 27-year-old Austrian had crashed in Kronplatz last year but now looks the GS favourite for next month's Milano Cortina Olympics.
Switzerland's Camille Rast was second, 0.37 slower, and Sweden's Olympic champion Sara Hector, leader after the first run, finished third.
World champion Brignone, 35, was fastest of the Italians in the first run on home snow, and a piste 90 minutes by car from Cortina d'Ampezzo, and then improved from seventh.
"It has not been easy," she told TNT Sports before choking up with emotion and turning away in tears before composing herself again.
The double overall World Cup champion and 2022 Olympic silver medallist fractured her left tibia and fibula in a giant slalom crash at the Italian championships last April.
The Italian has described her comeback and build-up to the Olympics, which start on February 6th, as a series of physical tests rather than a conventional preparation.
"I'm here to test my body, especially my leg," she said on Monday.
"I'm definitely not here for a big result, but for a big result for myself. Just being able to race will already be a big success."
Compatriot Sofia Goggia, a double Olympic medallist and winner of a super-G in December, slid out of the first run.
Brignone was next out of the start hut with bib number 13 and looked confident, finishing with a time of 1.18 seconds off Hector.
"I admit that when I put the poles outside the start hut I thought for a moment 'I don't know if I'm ready'," Brignone told Italian reporters after the first run.
"At first, I was a bit stiff, but I remembered to breathe after a few gates. With the adrenaline, I didn't feel too much pain. I am so happy."
Speaking after the second run, she outlined her plans for the coming days.
"We'll assess things further, but for now the plan is to go to Cortina to train for the speed events and see where I stand there," she said.
"I haven't been able to train much or with consistency, so I do some sections well and then maybe hold back a bit. I'm leaving San Vigilio (Kronplatz) happy - confidence will build gradually."
US ski great, and overall World Cup leader Mikaela Shiffrin finished fourth, missing out on a first GS podium of the season by 0.40, with Poland's Maryna Gasienica-Daniel fifth after setting the second fastest second leg.
"It's amazing to see her back here," Shiffrin said of Brignone after the Italian's 292-day absence from competition.
"She's able to ski it this way, so strong and so balanced. It's a pleasure to watch her ski, and it was last year, and it is again now.
"It's special. This recovery she's making, and still surely it's not finished. That's spectacular."