In a medium bowl, mix flour, baking powder, and salt. Cut in chilled butter until the mixture resembles coarse crumbs.
In a small bowl, mix coconut milk, honey, and egg. Stir into the flour mixture. Fold in pineapple and orange zest. Divide the mixture into 12 rounded pieces, and arrange in a single layer on a medium ungreased baking sheet.
Bake 15 to 20 minutes in the preheated oven, until golden brown.