Preheat the oven to 425F.
In a large bowl or the bowl of a food processor, combine the flour, sugar, baking powder and salt. Add the lemon zest and butter and pulse or blend with a pastry cutter, fork or your fingers until the mixture is crumbly.
Squeeze the juice of one of the lemons into a measuring cup and add enough milk to make 3/4 cup. Add the egg and stir with a fork.
Add to the dry ingredients and stir with a spatula until the dough comes together. Gather it into a ball and pat it out into a square or rectangle about an inch thick on a parchment-lined baking sheet. Cut into squares or rounds, gathering up any scraps and rerolling them gently (if you have any).
If you cut them, pull the scones apart so that there’s space for the heat to move around them. If you like, brush the tops with a little cream and/or sprinkle with coarse sugar. Bake for 15-20 minutes, or until golden.
Meanwhile, whisk together the juice of the remaining lemon with the icing sugar, adding a little more if necessary (this will depend on the juiciness of the lemon), until you have a drizzling consistency. Drizzle over the warm scones using a fork.