Preheat the oven to 400°F (200°C) and line a baking sheet with parchment paper.

In a large mixing bowl, whisk together the flour, baking powder, baking soda, salt, and sugar.

Add the cold cubed butter and mix until the mixture resembles coarse crumbs.

In a separate bowl, whisk together the egg, heavy cream, orange zest, and vanilla extract.

Pour the wet ingredients into the dry ingredients and mix until just combined.

Turn the dough onto a floured surface and gently knead it a few times until it comes together.

Roll out the dough to about 1-inch thickness and cut out cookies using a cookie cutter.

Place the cookies on the prepared baking sheet and bake for 20-25 minutes or until golden brown.

In a small bowl, whisk together the powdered sugar and orange juice until smooth.

Drizzle the glaze over the warm scone cookies once they have cooled slightly.