Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper.
In a mixing bowl, whisk together the flour, sugar, baking powder, and salt.
Add in the cold, cubed butter. Use a pastry cutter or fork to mix until the mixture resembles coarse crumbs.
Stir in the dried cranberries and orange zest until evenly distributed.
In a separate bowl, whisk together the heavy cream, egg, and vanilla extract.
Pour the wet ingredients into the dry ingredients and mix gently until just combined. Do not overmix.
Turn the dough out onto a lightly floured surface and shape it into a disc, about 1 inch thick.
Use a knife or bench scraper to cut the disc into 8 equal wedges.
Place the scones on the prepared baking sheet and brush the tops with the egg wash.
Bake in the preheated oven for 15-20 minutes, or until the scones are golden brown.
Remove from the oven and allow them to cool on a cooling rack for a few minutes before serving.