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To make the dough: In a large bowl, whisk together the flour, sugar, salt, baking powder, toasted coconut, and zest.
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Work in the butter just until the mixture is unevenly crumbly; it's OK for some larger chunks of butter to remain unincorporated.
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In a separate bowl, whisk together the eggs, vanilla, and coconut milk or milk. Add the liquid ingredients to the dry ingredients.
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Using a bowl scraper or a large spoon, stir the mixture until everything is moistened and holds together. If some dry spots remain, add additional coconut milk or milk by the tablespoonful until the dough comes together.
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Sprinkle a bit of flour onto an ungreased baking sheet, or line the sheet with parchment and sprinkle flour atop the parchment.
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To shape the scones: Scrape the dough onto the floured pan (or parchment), and divide it in half. Shape each half into a circle about 5" in diameter and about 3/4" thick.
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Run a knife or bench knife under cold water and slice each circle into six wedges.
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Carefully pull the wedges away from the center to separate them just a bit; there should be about 1/2" space between them at their outer edges.
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For best texture and highest rise, place the pan of scones in the freezer for 30 minutes, uncovered. Chilling the scones relaxes the gluten in the flour, which makes them more tender and allows them to rise higher. It also chills the fat, which will make the scones a bit flakier.
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While the scones are chilling, preheat the oven to 425°F with a rack in the upper third.
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To bake the scones: Bake the scones in the upper part of the oven for 18 to 20 minutes, or until they're a light golden brown. When you pull one away from the others it should look baked all the way through; the interior shouldn't look wet or unbaked.
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Remove the scones from the oven, and cool briefly on the pan while you prepare the glaze.
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To make the glaze: Combine the confectioners' sugar and coconut milk or milk. Add more milk if needed to make a spreadable consistency. Spread or drizzle the glaze over the slightly warm scones and serve.
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Storage information: Store leftover scones, well-wrapped, at room temperature for several days. Freeze unglazed scones for longer storage.