• Preheat oven to 400.
• Grease a large, heavy baking sheet with cooking spray and set it aside.
• Sift the flour, sugar, baking powder, and salt into a large mixing bowl.
• Stir in the orange zest.
• Rub the butter into the dry ingredients with your fingers until the mixture resembles fine crumbs.
• Make a well in the center and pour in the milk, egg yolk, and vanilla. Start with 1/2 cup milk, add more only if needed
• Using a wooden spoon, combine all the ingredients just until the dough comes together.
• Transfer the dough onto a lightly floured surface and knead the dough three or four times, then form two equal-sized dough balls.
• Flatten each ball into a disk about 3/4-inch thick, then cut each dough-ball into 8 wedges. If possible, use a pizza cutter.
• Put all the pieces on the baking sheet, leaving about 1/4-inch space between them.
• Brush the tops of each scone with milk.
• Bake the scones for 15 to 18 minutes, or until golden brown.
• Let cool for a few minutes and then transfer the scones to a wire rack.

In the meantime, make the glaze.

• Combine all the ingredients in a small mixing bowl and whisk them until thoroughly combined.
• When the scones have completely cooled, drizzle each scone generously with the prepared glaze.