In a large bowl, whisk together flour, granulated sugar, baking powder, salt, and orange zest.
Grate the frozen butter and add to the flour mixture. Blend with a pastry cutter or your fingers until it resembles pea-sized crumbs.
In a separate bowl, whisk together 1/2 cup heavy cream, egg, and vanilla extract. Drizzle over the dry ingredients, add cranberries, and stir until just moistened.
Turn the dough out onto a floured surface and shape into an 8-inch disc. Cut into 8 wedges and place on a baking sheet. Chill in the refrigerator for 15 minutes.
Preheat the oven to 400°F. Brush the tops of the scones with a bit more heavy cream.
Bake for 22-25 minutes or until golden brown. Allow to cool slightly.
Mix confectioners' sugar and orange juice to make the glaze. Drizzle over the scones before serving.