Preheat oven to 400˚F and line a large baking sheet with parchment or lightly grease.
In a large bowl, combine the flour, sugar, baking powder, salt, and orange zest.
Cut the cold butter into pieces and add to the flour using a dough blade, two forks, or your fingers until the dough has a crumbly texture and no pieces are larger than a pea.
In a small bowl, beat together the cream, egg, and vanilla extract (or seeds from vanilla bean). Pour into the dry ingredients and gently combine just until the mixture comes together. Do not overmix. If the mixture continues to fall apart, add a little more cream.
On a lightly floured surface, divide the dough in half and pat each one into a 3/4 inch thick circle. Cut each circle into 4-6 wedges.
Place the cut scones on the prepared baking sheet, about 1/4 inches apart. Brush the tops with cream. Bake in preheated oven until golden, 12-15 minutes. Let cool on pan 5 minutes before removing to wire rack.
To make the glaze:
In a small bowl, whisk together the powdered sugar, orange juice, seeds from vanilla bean (or extract), and milk. If too thin, add a little more powdered sugar. If too thick, add a little more milk or orange juice. Drizzle the glaze over the cooled scones or dip the top of each scone into the glaze. Allow to set and serve within a day.