In a medium bowl, combine the flour, sugar, baking powder, baking soda, and salt. Add the orange zest and cranberries and whisk together again. Grate the frozen butter (a food processor makes that job super easy, but you can also just do it on a regular box grater). Toss the grated butter into the flour mixture and combine it with your fingers until it resembles coarse meal. Set aside.

In a small bowl, whisk together the sour cream and egg. Drizzle it over the flour mixture and then toss the mixture together with a fork until everything appears moistened. Gently press the dough into a ball–it will take some time and some parts of the dough will be more moist than other parts, but continue pressing together until it forms a ball. Be careful not to overwork the dough or it will become tough.