1. Position a rack in the upper third of the oven and preheat to 425 degrees F. Line a baking sheet with parchment paper.
2. Cook the bacon in a skillet over medium heat until crispy, stirring occasionally, about 10 minutes. Remove from the skillet onto a paper towel-lined plate. Strain the bacon fat and reserve.
3. Whisk the flour, 2 tablespoons of the confectioners' sugar, baking soda and salt together in a large bowl. In another bowl, whisk the buttermilk, peanut butter and 1 tablespoon bacon fat until smooth. Add the chopped bacon.
4. Add the wet ingredients to the dry and quickly mix with a rubber spatula to form a dough. Turn the dough out onto a clean work surface and pat into a circle, about 9 inches wide. Cut into 8 wedges. Evenly space the wedges on the prepared baking sheet.
5. Combine 1 teaspoon bacon fat with the milk and remaining 4 tablespoons confectioners' sugar in a small bowl. Brush some the glaze on top of each scone (there will be some left). Sprinkle with the chopped peanuts. Place the baking sheet on the top rack in the oven. Bake until the tops are lightly golden, about 15 minutes. Transfer the scones to a rack and brush with the remaining glaze while they cool. Serve warm or at room temperature.