Adjust an oven rack to the middle position and preheat the oven to 400F [200C]. Stack two sheet pans on top of each other and line the top sheet with parchment paper.
In a large bowl, use your hands to combine the sugar and orange zest, rubbing the orange into the sugar. Add the flour, baking powder, and salt and whisk to combine. In a medium bowl or liquid measuring cup, whisk together the Skyr, heavy cream, egg, egg yolk, and vanilla.
Add the butter to the dry ingredients and use a pastry cutter to cut in the butter until the flour-coated pieces are the size of peas. Add the wet ingredients and fold with a spatula until just combined. Add the dry fruit, gently folding it into the dough.
Transfer the dough to a lightly floured surface and knead four to six times, until it comes together, adding flour as necessary, as the dough will be sticky. Pat the dough gently into a square and roll it into a 12 in [30.5 cm] square (again, dusting with flour as necessary). Fold the dough in thirds, similar to a business letter. Fold the short ends of the dough in thirds again, making a square. Transfer it to a floured sheet pan or plate and place in the freezer for 10 minutes. While the dough is chilling, roll the almond paste into a square, roughly 12 in [30.5 cm], using a little flour if needed (see note). Return the dough to the floured surface, roll it into a 12 in [30.5 cm] square, and place the rolled almond paste on top. Fold the dough in thirds. Place the dough seam-side down and gently roll the dough into a 12 by 4 in [30.5 by 10 cm] rectangle. (For a visual on how to fold the scones, see this post.) With a sharp knife or bench scraper, cut the dough crosswise into four equal rectangles, then cut each rectangle diagonally into two triangles. Transfer the triangles to the prepared sheet pan. Brush the tops of the triangles with a little heavy cream, making sure it doesn’t drip down the sides, and sprinkle the tops generously with sugar. Bake for 18 to 25 minutes, rotating the pan halfway through, until the tops and bottoms are light golden brown. Transfer the sheet pan to a wire rack and let the scones cool for 10 minutes before serving. Scones are best eaten the same day they are made.