Preheat the oven to 400℉ and line a baking sheet with parchment paper.
Combine the sugar and orange zest in a bowl and rub between your fingers until the sugar turns orange and is infused with the oils and fragrance of the orange. Then whisk in the flour, baking powder, baking soda, and salt.
Cube the butter and cut it into the flour mixture. You can do this with your fingers, a pastry cutter, or even a food processor. Just be careful not to overprocess the flour, a few pulses will do. You want the mixture to resemble coarse crumbs.
Whisk together the milk or cream, egg, and vanilla in a small bowl or liquid measuring cup. Mix it into the flour mixture until dough clumps begin to come together. Use your hands to form the dough into a ball.
On a lightly floured surface, pat the dough into a 7 inch circle, or about ¾-in thick. Cut the circle into 8 wedges and place on prepared baking sheet, about 1 inch apart.
Bake for 15 to 18 minutes. While the scones cool for about 10 minutes, prepare the glaze by whisking the powdered sugar, vanilla and orange juice until it's smooth and the consistency you like, adding powdered sugar or additional orange juice as needed. Drizzle the glaze over the scone and let harden before serving.
Notes
Storing: You can store the scones at room temperature in an airtight container for up to 2 days.