Pulse the sweetened shredded coconut in a food processor until finely ground; set aside.

In a large mixing bowl, whisk together all-purpose flour, finely pulsed coconut, granulated sugar, baking powder, and salt.

Cut cold unsalted butter into small cubes and blend into the flour mixture until it resembles coarse crumbs.

Create a well in the center of the dry mixture, pour in coconut milk, add the egg, and mix gently until a sticky dough forms.

Turn the dough out onto a floured surface, pat into a 7-inch disc about 1-inch thick, and cut into 8 equal triangles.

Place the cut triangles on a parchment-lined baking sheet and chill in the refrigerator for 30-60 minutes.

Preheat your oven to 400°F (200°C) while the scones chill. Brush the tops lightly with egg wash or coconut milk.

Bake in preheated oven for 20-25 minutes until golden brown.

Transfer baked scones to a wire rack to cool slightly and prepare the glaze.

Whisk together powdered sugar, coconut milk, and vanilla extract until smooth, then drizzle it over the slightly cooled scones.