Mix the dry ingredients. Whisk the flour, sugar, baking powder, salt, and orange zest together in a large bowl.
Cut in the butter. Work the cold butter cubes into the flour with a pastry cutter or your fingertips until the mixture looks like coarse crumbs with pea-sized pieces.
Add the cranberries. Stir the chopped cranberries through the flour mixture so they are coated and evenly distributed.
Bring the dough together. Whisk the egg, heavy cream, and vanilla in a small bowl, pour it over the flour mixture, and stir just until a shaggy dough forms. Do not overmix.
Shape and chill. Turn the dough onto a lightly floured surface, pat it into a 1-inch-thick circle, and cut it into 8 wedges. Set the wedges on a parchment-lined baking sheet and chill for 15 minutes while the oven heats to 400°F.
Bake. Brush the tops lightly with cream and bake for 18 to 22 minutes, until the tops are golden and the centers feel set.
Glaze and serve. Whisk the powdered sugar, orange juice, and zest into a thin glaze, drizzle it over the warm scones, and serve within the hour for the best texture.