• Prep. Preheat the oven to 400ºF. Grease a large, heavy baking sheet with cooking spray and set it aside.
• Combine the dry ingredients. Sift the flour, sugar, baking powder, and salt into a large mixing bowl. Stir in the orange zest.
• Cut in the butter. Rub the butter into the dry ingredients with your fingers until the mixture resembles fine crumbs.
• Add the wet ingredients. Make a well in the center and pour in the milk, egg yolk, and vanilla. (Start with 1/2 cup of milk, and add more only if needed.) Using a wooden spoon, combine all the ingredients just until the dough comes together.
• Knead the dough. Transfer the dough onto a lightly floured surface and knead the dough three or four times, then form two equal-sized dough balls.
• Cut the dough into wedges. 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.
• Bake. Brush the tops of each scone with milk. Bake the scones for 15 to 18 minutes or until golden brown. Remove them from the oven and let cool for a few minutes, then transfer the scones to a wire rack.

Add the Glaze

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