Adjust oven rack to lower-middle position and pre-heat oven to 400°F.
Line a baking sheet with parchment paper.
In a medium bowl, combine sugar and orange zest; mix with your fingertips until the sugar is moistened and fragrant.
Add in the flour, baking powder, baking soda and salt; mix until combined.
Using the large holes of a box grater, grate frozen butter into flour mixture; use your fingers to work in the butter until the mixture resembles coarse meal.
In a small bowl, whisk the sour cream and egg until smooth.
Using a fork, stir sour cream mixture into flour mixture until large dough clumps form; use your hands to press the dough against the bowl into a ball; the dough will be sticky first, but as you press, the dough will come together.
Place on a lightly floured surface and pat into a 7-inch circle about 3/4-inch thick.
Use a sharp knife to cut into 8 triangles; place on prepared baking sheet, about 1 inch apart.
Place in pre-heated oven and bake until golden, about 15 to 17 minutes.
Remove from oven and cool for 10 minutes; meanwhile, prepare the glaze.