Stir together flour, yeast and diced butter in a bowl. In another bowl, beat the egg with the sugar then add the milk. Form the dough by combining both mixtures. Shape the scones and bake for 12-15 minutes.Let cool
For the shrimp salad, peel and cut the oranges into dices. Set aside.
Only use the fennel bulb: cut the stalks (use them for another recipe) and trim the root end. Cut the bulb into quarters and then into very thin pieces.
Cut the avocado in two and remove the kernel. Dice the avocado, put in a bowl and sprinkle with lime juice.
In a bowl, whisk together yogurts, honey, fresh ginger and fennel slices. Season with some pepper if you want. Gently stir in the shrimps, avocado and orange. Refrigerate for an hour.
When you’re ready to serve, cut the scones in two and fill with the shrimp salad