Preheat the oven to 375F (190C).
Grate the frozen stick of butter and return to the freezer until needed.
Zest the lemons until you have about 2 tbsp of zest. Combine the sugar and zest in a small bowl and rub between your fingers to create a wet-sand like mixture. The lemons can now be used for fresh lemon juice in the rest of the recipe!
In a medium bowl, add 1/4 cup of lemon juice, milk, and the vanilla extract. Stir to combine, and place in the fridge until needed.
In a pan over medium-low heat, add the coconut flakes and cook, stirring frequently, until coconut is a golden brown. Set aside to cool.
In a large bowl, add the flour, baking soda, baking powder, salt, toasted coconut, and sugar-lemon mixture. Stir until combined.
Add the grated frozen butter into the dry mixture, stirring until small pea-sized balls start to form. If the butter has begun to melt, place the mixture in the fridge to chill for about 10 minutes before continuing
Slowly add the milk mixture to the dry mixture. Stir until everything is just combined, be sure not to over mix as this will lead to tough scones.
Lightly flour a work surface and pour out the dough. First form the dough into a ball, then press it out into a rectangle. Fold the rectangle hamburger-style to form a layer in the scones. Finally, press the dough to a roughly 8x5 inch rectangle. Again, be sure not to over-knead during this process as this could lead to tough scones.
Cut the rectangle once lengthwise, then two times parallel to the short side, to create 6 roughly equal squares. Cut each square in half diagonally to create 2 triangles per square, and 12 total triangles.
Transfer the scones to a baking sheet prepared with parchment paper. Leave around 2 inches between each scone. Brush each scone with some additional milk to add a richer golden color while baking.
Bake the scones for 18-22 minutes, or until the tops and bottoms become a golden brown. Remove and let cool completely before adding the icing.