Preheat oven to 400 F. Line a baking sheet with parchment paper.

Sift the dry ingredients (flour, baking powder, salt, and sugar) into a large bowl. Add the cold butter to the flour mixture and use a pastry blender to combine flour and butter until the butter chunks are the size of small peas and coarse crumbs form. Don't overmix, as the larger chunks of butter will melt as the scones bake, releasing steam, making for a flaky scone.

Gently fold the orange zest and the cinnamon chips into the flour-butter mixture.

Combine the heavy cream and vanilla extract in a measuring cup or small bowl. Make a well in the center of the bowl and pour the wet ingredients into the middle. Use a fork to gently stir until a crumbly batter begins to form.

Pour the scone batter onto a lightly floured surface and knead 2-3 times until the dough is cohesive. Split the dough in half and form two balls. Use the palm of your hand to press each ball into a 6-inch circle. Use a sharp knife or a pizza cutter to cut each circle in six.

Separate wedges and place scones on prepared baking sheet. Brush top with heavy cream. Bake in heated oven for 15-20 minutes until golden brown.

Remove from oven and let cool to room temperature on wire rack.