Sift together flour, baking powder, salt, and sugar into a mixing bowl. Cut the cold salted butter into 1/2-inch cubes and add them to the mixing bowl. Use a pastry cutter, mixer, or your hands, mix the butter with the dry ingredients until crumbly. If using a mixer, mix on the lowest setting.
Add heavy cream to the bowl and mix until a dough is formed. Do not overmix the dough as overmixing will make the scones tough and dry. To the dough, add orange marmalade and orange zest until just mixed. Lastly, add fresh or frozen blueberries to the dough and gently fold in the berries. Chill the dough in the fridge for 30 minutes.
Put the dough on a floured surface and sprinkle extra flour on top. Roll the dough until it is about 6 in x 12 in and 1/2 in thick. Cut the dough into 3-inch squares, then cut each square in half diagonally into triangles.
Place the scones 2 inches apart on baking sheets lined with parchment paper. Break one egg into a bowl and stir it to make an egg wash. Brush the scones with the egg wash. Preheat the oven to 350ºF and bake the scones for 20 to 25 minutes until they are golden-brown. Take them out of the oven and let them cool.
To make the orange glaze, stir powdered sugar and orange juice in a bowl until all the sugar is dissolved. Once the scones are completely cool, drizzle the glaze over the scones.