Line a baking sheet with parchment paper or waxed paper.
In a bowl, stir together flour, sugar, baking powder, salt, and orange zest.
Using a fork or a pastry blender, cut the butter into the flour mixture until the mixture is crumbly.
In another bowl, stir together mascarpone, heavy cream, and orange juice. Stir until combined. This will combine easier if they are at room temperature.
Add the milk mixture to the flour mixture and stir together gently until it forms a dough.
Flour surface lightly and turn the dough onto the flour. pat the dough into a circle. It should be about 1 and 1/2 inch high and will be about 6 to7 inches round.
Cut the dough into 8 wedges and place 1-inch apart on prepared baking sheet.
(At this point you can freeze them and back later. To freeze place on a flat surface, like a baking sheet, and freeze. When they are frozen place them in a zip-top plastic bag and store until ready to bake. When ready to bake, add 5 minutes to your baking time.)
Or, bake immediately.
Bake at 425 degrees F for 18 to 20 minutes or until the top and edges are lightly browned. Remove from the oven and allow to cool for a couple of minutes.