In a large bowl mix together the orange zest, flour, baking powder, baking soda, salt, and sugar.
Cut in the butter using a pastry knife or a fork until you have coarse crumbs.
Next, cut in the cream cheese with the pastry knife or fork.
Toss in the chopped cranberries and oranges.
Mix the milk, egg, and vanilla then add this to the flour mixture.
Mix by hand until the dough forms a ball.
Place the dough on a slightly floured surface and knead a few times.
Form the ball into an 8-inch circle. Using a pizza cutter cut into 8 wedges.
Place on a prepared baking sheet.
Place the scones into a preheated oven that is set at 400 degrees F.
Bake until light golden brown about 15 to 17 minutes.
Remove from the oven and cool on cooling rack.