Preheat the oven to 400 degrees and line a baking sheet with parchment paper.
In a large mixing bowl, combine the almond flour, coconut flour, sugar, baking powder, and salt. Whisk to combine.
Add the coconut oil and use a fork to cut it in until it resembles wet sand, there should be small pieces of the oil running through it.
In a small bowl, whisk together the egg, milk, and orange zest. Then pour the wet ingredients into the flour mixture. Use a wooden spoon to stir it together until it forms a dough.
Add the blueberries, and stir again until they are evenly distributed.
Gently transfer the dough to a floured surface, and use your hands to form it into a round disk that is about 1 inch thick. Use a knife to cut the circle into 8 even wedges, then transfer the wedges to the lined baking sheet.
Sprinkle a tiny bit of cane sugar on top the scones (this gives them a crispy coating). Bake for 17-19 minutes, until the tops and sides are lightly golden.
Allow them to cool slightly before serving.