Preheat the oven to 375F. In a large bowl (or in the bowl of a food processor), sift together the flour, sugar, baking powder, and salt. Add the butter and zest and pulse in the food processor or mix with a pastry blender, fork or your fingers until well blended with pieces no bigger than the size of a pea.

In a measuring cup, whisk together the milk, egg, and vanilla. Add to the flour/butter mixture and stir with a spatula until almost combined; add the cranberries and walnuts and stir just until you have a soft dough.

Pat out into a circle that is about 1" thick on your baking sheet; if you like, brush the top with milk and/or sprinkle with coarse sugar. Cut with a biscuit cutter or cut into wedges with a knife and pull each one apart slightly to allow them room to bake.

Bake for about 15 minutes, or until pale golden.