Preheat oven to 400 degrees F (200 degrees C). Line a baking sheet with parchment paper.
Whisk spelt flour, oats, coconut flakes, ground flax seed, baking powder, and fennel seeds together in a bowl. Stir soy milk, applesauce, oil, and honey together in a separate bowl; stir into flour mixture until dough is just combined. Drop dough by large tablespoons onto the prepared baking sheet.
Bake in the preheated oven until golden brown, 12 to 15 minutes. Cool scones on baking sheet for 5 minutes before eating.