Preheat oven to 400 degrees. Line a baking sheet with parchment paper.
In a medium bowl, combine sugar and orange zest
Add in the flour, baking powder, baking soda and salt and mix
Grate butter into flour mixture on the large holes of a grater; use your fingers to work in the butter until the mixture until combined.
In a small bowl, whisk the sour cream and egg until smooth.
Stir sour cream mixture into flour mixture until large dough clumps form. Use your hands to press the dough against the bowl into a ball. The dough will be sticky first, but as you press, the dough will come together.
Place on a lightly floured surface and pat into rectangle about ¾-inch thick. Use a sharp knife to cut into 8-12 triangles; depending on your desired scone size. Then, place them on the baking sheet, about 1 inch apart.
Bake until golden, about 15 minutes
Cool for 10 minutes and prepare the glaze while you wait
For the glaze
In a medium bowl, prepare the glaze by mixing together the melted butter, powdered sugar, and champagne. Whisk until very smooth. Drizzle (I used a ladle) the glaze over the scones and then allow the glaze to harden. Once hard, you can stack the scones on a platter or store them in an airtight container for later.
Notes
When you're scones are fully cooled, store them in an airtight container to keep them fresh.