Preheat oven to 350° and line a baking sheet with parchment paper or a silpat mat.
Add the sugar and orange zest to a large bowl, then use your fingers to press them together, which allows the orange flavor to really come through. Then, add the flour, baking powder, and salt to that same bowl and stir to combine.
Cut the butter into small chunks (I like to use a box grater to do this) and place it into the bowl with the dry ingredients. Use your hands to mix together until the butter resembles small pebbles (this may take a minute or two).
In a separate bowl, whisk the egg, milk and vanilla together. Then, pour the wet ingredients into the dry and use a rubber spatula to mix together. Toward the end, you may want to use your hands to finish mixing.
Flour a flat surface, then transfer the dough to the surface and form it into a large ball. Press the ball down and form it into a disc that's about a 1/2" thick and 7-8" wide.
Transfer the disc to your prepared baking sheet, then use a large knife to cut the dough into 6 scones, carefully separating them. Optional: brush each scone with a little melted butter, then sprinkle with a bit of sugar.
Bake the scones for 20-22 minutes. Wait a few minutes before transferring them to a cooling rack. Wait for the scones to cool a bit before adding the glaze.
For the glaze: whisk the milk, orange juice and powdered sugar together, adding more powdered sugar as needed. Drizzle over scones and enjoy!