Preheat oven to 375.
Mix flour, sugar, baking powder, baking soda, salt, and oregano in a large bowl.
Add butter.
Combine dry ingredients and butter using a pastry blender, two forks, or your fingers until the butter is reduced to the size of grains of rice.
Gently squeeze zucchini to remove extra moisture.
Add zucchini and parmesan to dry ingredients, tossing gently.
Whisk buttermilk and egg yolk in a 1-cup measuring cup.
Gradually add liquids to dry ingredients, mixing until dough forms a ball. (You may not need to use all of it.)
Place dough onto a lightly floured surface, and press into an 8-inch round.
Cut into 8 wedges.
Sprinkle with flaked sea salt or extra parmesan.
Transfer wedges to a parchment-paper lined baking sheet.
Bake for 15-20 minutes or until the scones are golden brown on the bottom and a tester inserted into the center comes out clean.
Serve warm.