Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper.
In a large mixing bowl, combine the flour, sugar, baking powder, and salt. Whisk together until well mixed.
Add the cubed cold butter into the flour mixture. Using a pastry cutter or fork, cut the butter into the dry ingredients until the mixture resembles coarse crumbs.
In a separate bowl, mix together the heavy cream and vanilla extract. Pour this mixture into the flour and butter mixture. Stir until just combined.
Gently fold in the dried cranberries until evenly distributed.
Transfer the dough onto a lightly floured surface. Pat it into a rectangle about 1-inch thick. Use a rolling pin if necessary.
Cut the dough into 8 equal triangles or squares, depending on your preference.
Place the scones on the prepared baking sheet. Brush the tops with the beaten egg for a nice golden color.
Bake in the preheated oven for 18-20 minutes, until the scones are golden brown.
Remove from the oven and let them cool slightly on a wire rack before serving.