Heat oven to 425° F (220° C). Line a large baking sheet with parchment paper or use a silicone liner.
In a large mixing bowl, stir together flour, sugar, baking powder, salt, and baking soda.
Using a pastry blender, a fork, or your fingertips, cut butter into flour mixture until mixture resembles fine crumbs.
In a small bowl, whisk together milk, egg yolk, orange juice, and orange zest. Pour into flour mixture and stir until just combined.
Gently stir in cranberries.
Turn dough out onto a lightly floured work surface. Knead very lightly and form a 5" x 5" circle that is 1" thick.
Cut circle into four wedges and place on prepared baking sheet. Bake 13 minutes until golden brown.
Let cool on baking sheet for 5 minutes, then transfer onto a wire rack to cool completely, about 20 minutes.