Preheat the oven to 375°F (190°C). Line a baking sheet with parchment paper.
In a large bowl, whisk together the flour, sugar, baking powder, baking soda, salt, cinnamon, and lemon zest.
Add the cold butter and cut it into the flour mixture using a pastry cutter or fork until the texture resembles coarse crumbs.
In a separate bowl, whisk together the yogurt, egg, milk, and vanilla extract.
Pour the wet ingredients into the dry ingredients and stir gently until a shaggy dough forms.
Carefully fold in the mulberries, trying not to crush them too much.
Transfer the dough onto a lightly floured surface and gently shape it into a circle about 1-inch thick.
Cut the dough into 8 wedges and place them slightly apart on the prepared baking sheet.
Whisk together the egg and milk for the egg wash, then brush over the tops of the scones.
Bake for 18–20 minutes, or until the scones are golden brown and cooked through.
Let the scones cool for 10 minutes on a wire rack.
In a small bowl, whisk together the powdered sugar and lemon juice until smooth. Drizzle over the warm scones before serving.
