In a large bowl, whisk together flour, sugar, baking powder, salt, and orange zest.
Grate frozen butter using a box grater and add it to the flour mixture.
Gently toss with your hands, or a pastry cutter, until butter is evenly distributed and mixture resembles coarse crumbs.
In a small bowl, whisk together heavy cream, egg, and vanilla extract.
Pour wet ingredients into dry ingredients.
Mix gently with a fork or spatula until dough just comes together. Do not overmix.
Turn dough onto a lightly floured surface.
Gently press dough into a rectangle about 1 inch thick.
Fold dough into thirds like a letter. Press down. Repeat once more.
Pat dough into a 7–8 inch circle about 1 inch thick.
Cut into 8 wedges using a sharp knife or bench scraper.
Place scones on a parchment-lined baking sheet chill in the refrigerator for 30–45 minutes, or freezer for 20 minutes.. This helps maintain shape and enhances flakiness.
Preheat oven to 400°F (200°C).
Bake chilled scones for 18–22 minutes, or until golden brown on top and cooked through.
Allow scones to cool slightly on a wire rack.