Pre-heat oven to 400 degrees and line a baking sheet with parchment paper.
In a large bowl, whisk flour, baking powder, baking soda, and salt together.
Combine the grapefruit zest in a small bowl with sugar. Rub it together with the back of a spoon to blend well. Reserve 2 Tbsp sugar/grapefruit mixture. Mix the rest into the flour mixture.
Add butter to flour mixture and using a pastry blender or your fingers, cut butter into mixture, until it resembles coarse meal.
Add honey, yogurt, grapefruit segments (see notes if you need help segmenting grapefruit), and milk to the mixture. Using a fork, toss the mixture together just until all the ingredients are moistened.
Place scone dough on a lightly-floured surface and form a circle about ¾" thick. Slice dough into 8 triangles and place on prepared baking sheet.
Brush scones with milk and sprinkle with reserved sugar/grapefruit zest mixture.
Bake for about 16 minutes, until scones are turning golden on top. Let cool on the pan for about 10 minutes before serving