In a mixer, combine flour, sugar, salt, baking powder, and orange zest
Transfer to a large mixing bowl and using a plastic scraper, mix the butter into the flour mixture until it resembles coarse meal. There should be some pea sized bits of butter remaining
In a small mixing bowl, mix the egg and milk together. Then stir this mixture into the flour mixture with a fork. Do not overwork the dough. The dough should be very crumbly and not smooth at all
Using a rolling pin, roll into 1/2 inch thickness and cut into desired shapes
If desired, brush with a small quantity of cream and sprinkle with sugar
Bake in oven at 400 degrees F until done (approximately 15 minutes)