Line the baking sheet with a silicon mat or parchment paper.
Wash, dry, and cut the cranberries into halves. However, you can skip the extra step of cutting the cranberries into halves and use whole.
Cut the frozen butter into small pieces and place them back in the freezer while you prepare the other ingredients.
Mix cream, milk, and vanilla in a measuring cup or bowl. Set it aside.
Whisk the flour, sugar, baking powder, salt, and orange zest in a large bowl.
Add the frozen butter cubes to the flour mixture and combine them into the flour mixture with a pastry cutter, two forks, or your clean fingers until the pea-sized crumbs form.
Then add cranberries and mix gently to combine.
Add wet ingredients to the dry and mix with a spatula until everything appears moistened and a crumbly dough forms.
Pour the dough on the clean and lightly floured surface. With floured hands, work the dough into a ball; however, do not knead the dough.
Pat the dough ball into an 8-inch disc, and with a sharp knife or a bench scraper, cut it into 8 wedges.
Transfer the scones to the prepared baking sheet. Brush the scones with cream and sprinkle coarse sugar on the top.