Preheat the oven to 425 degrees. Line a baking sheet with parchment paper.
In a food processor, pulse the flour, baking soda, salt, and sugar a few times. Add the butter and pulse 10 times until the dough begins to clump and appears sandy in texture. Transfer to a mixing bowl.
In a small bowl whisk the coconut milk and egg. Save about 1 and 1/2 tbsp of it in a small dish for the egg wash in the last step. Add the rest of it into the bowl with the dry ingredients.
Stir with a spatula until the dough starts to come together. Fold in the apricots and walnuts. Transfer to a large floured surface and knead about 10 times just until the dough is in a smooth ball (don't over-knead).
Roll the dough with a rolling pin until about 1 inch thick all around and use a 2.5" inch cutter or the rim of a cup to cut out 9 circles. You will need to re-roll the dough to get 9 circles.
Place the scones on the parchment lined baking sheet and brush the tops with the egg wash you set aside.
Bake for 13-15 minutes until they start to get a golden color on the top!
Best served warm with butter and homemade jam!