Preheat the oven to 400°F (200°C) and line a baking sheet with parchment paper.
In a mixing bowl, whisk together the flour, granulated sugar, baking powder, and salt until well combined.
Using a pastry cutter or fork, cut in the cold, cubed butter until the mixture resembles coarse crumbs.
Stir in the chopped cranberries and orange zest until evenly distributed.
In a separate bowl, whisk together the heavy cream, egg, and vanilla extract. Pour this mixture into the dry ingredients.
Gently fold the wet and dry ingredients together until just combined. Do not overmix; the dough should be slightly crumbly.
Turn the dough out onto a floured surface and form it into a disc about 1 inch thick.
Cut the disc into 8 equal wedges using a sharp knife or pizza cutter. Place the scones on the prepared baking sheet, leaving some space between them.
Brush the tops of the scones with milk and sprinkle with additional sugar if desired.
Bake in the preheated oven for 20-25 minutes or until the scones are golden brown and cooked through.
Allow the scones to cool slightly on the baking sheet before transferring them to a wire rack to cool completely.