1. Preheat the oven to 375° and position a rack in the center. In a medium skillet, toast the oats over moderately high heat, stirring constantly, until golden and fragrant, about 5 minutes. Transfer to a plate to cool completely.
2. In a large bowl, combine the flour with the granulated sugar, baking powder and salt. Using 2 knives or a pastry blender, cut in the butter until the pieces are the size of small peas. Stir in the rolled oats and candied orange peel. Make a well in the center and pour in the buttermilk. Stir with a wooden spoon just until the dough is evenly moistened. Transfer the dough to a floured surface and pat it into an 8-inch round about 1/2 inch thick. Pinch together any cracks around the edges.
3. Brush the dough with the heavy cream and sprinkle it with the demerara sugar. Cut the round into 8 wedges and transfer them to a baking sheet. Bake the candied orange-oat scones for about 25 minutes, or until golden on top and bottom. Transfer the scones to a wire rack to cool slightly. Serve with softened butter and marmalade.
Make Ahead: The scones can be stored in an airtight container overnight.