In a large mixing bowl, whisk together the flour, sugar, salt and baking powder. Cut in cold butter with a fork and a pastry knife until it is incorporated. Stir in nuts. In a separate bowl, combine eggs, vanilla, lemon zest, lemon juice and milk. Add liquid ingredients to dry ingredients and stir just until dough is moistened. Line a baking sheet with parchment paper. Sprinkle with flour. Place dough on floured paper and divide it in half. Pat each half into a 6” circle (about ¾ in thick). Brush each round with a teaspoon of milk. Using a warm knife, slice each circle into 6 wedges. Carefully pull each wedge so that there is about ½” space between them. Place the pan in the freezer for 30 minutes. Preheat oven to 425. Bake scones for 20-25 minutes or until they are golden brown. Remove and cool for a few minutes before covering in glaze.
To make the glaze, stir together all the ingredients until smooth. Spoon glaze over slightly warm scones. Let set.