In a small bowl, combine the flours, sugar, baking powder, orange zest and salt. Cut in butter until mixture resembles coarse crumbs. Combine the egg and milk; add to crumb mixture. Stir in oranges just until moistened.
Turn onto a floured surface; knead gently 10 times. Pat into a 6-in. circle. Sprinkle with additional sugar. Cut into eight separate wedges and place on a greased baking sheet. Bake at 400° for 15-20 minutes or until golden brown. Remove from pan to wire rack.
For orange butter, beat butter and marmalade in a small bowl until fluffy. Serve with warm scones.