Preheat oven to 425° F. Spray cookie sheet with cooking spray.
In large bowl, combine flour, oats, 1/4 cup sugar, baking powder and salt; mix well. Cut in butter with pastry blender or two knives until mixture resembles coarse crumbs. In small bowl, combine milk, egg and vanilla extract; blend well. Add to dry ingredients all at once; stir with fork or rubber spatula just until dry ingredients are moistened.
In small bowl, combine remaining 2 Tbsp sugar with the pecans and cinnamon; mix well. Sprinkle evenly over dough in bowl; gently stir batter to swirl in cinnamon mixture (do not blend completely). Drop dough by 1/4 cupsful 2 inches apart on cookie sheet.
Bake 11 to 13 minutes or until golden brown. Remove to wire rack; cool 5 minutes. In small bowl, combine confectioners' sugar and enough orange juice for desired consistency; mix until smooth. Drizzle over tops of warm scones. Serve warm.
NOTE: To toast pecans, spread in a single layer in baking pan and bake at 350° F about 6 to 8 minutes, or until lightly browned and fragran Tbsp Cool before using.Servings: 12 scones