Place the bulgur in a large bowl and pour in the boiling water. Let stand for 15 minutes, covered, until it is tender; roughly 15 minutes.
Preheat oven to 375 degrees F and then lightly oil a baking sheet or line it with parchment paper.
Drain the bulgur well and then return it to the bowl. Stir in the yogurt, orange zest, lemon zest, and oil. Sift the flour, sugar, baking powder, and salt over the bulgur mixture. Stir together just until they are combined. (Note: the dough will be sticky.)
Turn the dough onto a heavily floured surface and dust hands and top of the dough with the flour. Flatten the dough with your hands until it is roughly 1/4 inch thick, using flour as needed to keep the dough from sticking.
Using a 2 inch cookie cuter, cut out as man biscuits as possible and place them on the baking sheet. Press the scraps of the dough together and use it to make more biscuits.
Bake the biscuits for 15 to 20 minutes, or until lightly browned. Serve warm.