Preheat the oven to 400 degrees F. Grease a baking sheet or line with parchment paper.
PREPARE THE SCONES:
In a medium bowl, whisk together the flour, baking powder, sugar and orange zest. Cut in the butter with a pastry cutter or two knives to form coarse crumbs. Add the oranges, milk and egg and then stir until mix leaves sides of bowl and forms a sticky dough. Flour your hands and knead lightly 10 times.
Roll out the dough into a rectangle on a floured board and cut into 14 triangles. Transfer to the prepared baking sheet. Sprinkle the scones lightly with the sugar.
Bake for 10 to 12 minutes.
PREPARE THE ORANGE BUTTER:
Mix the softened butter and marmalade and place in small serving bowl. Serve with warm scones.