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I'm sure McDonald's has a company wide policy on what constitutes a proper uniform. I doubt it includes scarves or other head coverings.
Here in Boston, it's not unusual to see a women in a hijab working at a fast food restaurant. I've seen plenty of hijab-clad women working at McDonald's. When I worked at Peet's, religious headcoverings were the only "hats" allowed. As far as I can tell, Wendy's allows religious headcoverings.