1. Line a baking sheet with parchment paper. In a large bowl, whisk flour, sugar, baking powder, and salt together.
2. Toss frozen, grated butter into the flour mixture and mix with a pastry cutter or hands until it resembles coarse crumbs.
3. In a small bowl, whisk together heavy cream, vanilla, egg, orange zest, and orange juice.
4. Make a small well in the dry ingredients, pour in the wet mixture, and gently mix with a fork until a shaggy dough forms.
5. Turn the dough onto a parchment-lined surface, shaping it into a disc about ½–¾ inch thick.
6. Using a bench scraper or large knife, cut the disc in half, then quarters, then again to make 8 scones.
7. Separate the scones slightly and place them in the freezer or fridge for 10-30 minutes.
8. Preheat the oven to 400°F (204°C) and bake the scones for 13-15 minutes until lightly golden brown. Remove to a rack to cool completely.
9. In a bowl, mix powdered sugar, orange zest, melted butter, vanilla, and enough orange juice to make a smooth glaze.
10. Once scones are cool, dip the tops into the glaze and return them to the rack to set.
11. Store in an airtight container for up to 5 days or freeze for longer storage.
