Heat oven to 400°F. Lightly spray cookie sheet with cooking spray.
In large bowl, mix flour, 3 tablespoons sugar, the baking powder and orange peel. Cut in 1/3 cup butter, using pastry blender or fork, until mixture looks like coarse crumbs. Add orange segments, milk and egg; stir with fork just until mixture leaves side of bowl and soft dough forms.
Place dough on floured surface. Knead lightly 10 times. On cookie sheet, roll or pat dough into 7-inch round. Sprinkle with 1 tablespoon sugar. Cut into 8 wedges; separate slightly.
Bake 15 to 20 minutes or until golden brown. Meanwhile, in small bowl, beat 1/2 cup butter until light and fluffy; stir in marmalade. Serve with warm scones.