Preheat the oven to 450°F.
In a small bowl, whisk together the milk and orange juice until combined.
In a large bowl, whisk together the dry ingredients until well combined.
Add the butter and, using a pastry blender or your fingertips, cut it into the flour mixture until it resembles coarse crumbs.
Add the cranberries, orange zest, and milk mixture. Stir just until the dough is moistened—do not overmix.
Turn the dough out onto a floured surface and gently knead just until a shaggy dough comes together.
Cut the dough in half and gently pat each portion into a disk. Lightly roll each disk into a 6-inch circle.
Transfer the dough rounds to a baking sheet and brush the tops with beaten egg.
Score each circle into 6 wedges, cutting partway through the dough.
Bake for 20 minutes, or until the tops are golden brown.
Cool on a wire rack before icing.