In a large bowl, add the flour, sugar, baking powder, salt, and orange zest. Whisk well to combine. Using a box grater, roughly grate the frozen butter into the dry ingredients. Then, using a pastry cutter, cut the butter into the dry ingredients until fully incorporated, with the butter about pea-sized. Place the bowl in the fridge to keep the butter chilled while prepping the wet ingredients.
In a medium bowl, add the heavy cream (leaving behind 1 tbsp), egg, and vanilla extract. Whisk to combine. Remove the dry ingredients from the fridge, and drizzle the wet ingredients into the dry ingredients. Add the frozen cranberries, and then using a spatula, mix everything together until the dough is an evenly mixed. It'll be a bit crumbly and a bit sticky.
Dump the dough out onto a floured work surface and work into a ball. Press the ball out into an 8" circle, and then using a bench scraper, cut the circle into 8 evenly sized wedges. Carefully move the wedges to a lined baking sheet, separated by a few inches. Brush the scones with the 1 tbsp heavy cream, and sprinkle coarse sugar over top. Refrigerate for 15 minutes before baking.
While the scones are refrigerating, preheat the oven to 400°F. Once preheated, bake the scones for 20-25 minutes, until just starting to turn light brown on top. Remove from the oven and let cool in the pan.
