1. Heat oven to 425 F. Spray cookie sheet with cooking spray.
2. In large bowl, combine flour, oats, 1/4 cup granulated sugar, baking powder and salt; mix well. Cut in butter with pastry blender or two knives until mixture resembles coarse crumbs.
3. In small bowl, combine milk, egg and vanilla; blend well. Add to dry ingredients all at once; stir with fork or rubber spatula until dry ingredients are moistened.
4. In small bowl, combine remaining 2 tablespoons granulated 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 cupfuls 2 inches apart on cookie sheet.
5. Bake 11 to 13 minutes or until golden brown. Remove to wire rack; cool 5 minutes.
6. In small bowl, combine powdered sugar and enough orange juice for desired consistency; mix until smooth. Drizzle over top of warm scones. Serve warm.