Preheat the oven to 375 degrees F (190 degrees C) and place rack in center of oven. Line a baking sheet with parchment paper and set aside.
In a large mixing bowl place the flour, sugar, salt, baking soda, baking powder and whisk to combine. Add the butter and using two knives or a pastry blender cut in the butter until it resembles coarse crumbs. Add the rolled oats, dried cranberries and zest. Mix until combined. Stir in the buttermilk (adding more buttermilk if necessary) and mix just until the dough comes together.
Transfer to a lightly floured surface and knead the dough four or five times and then pat, or roll, the dough into a circle that is 7 inches (18 cm) round and about 11/2 inches (3.75 cm) thick. Cut this circle into 8 triangular sections. Place the scones on the prepared baking sheet. Make an egg wash of one beaten egg mixed with 1 tablespoon milk or cream and brush the tops of the scones with this mixture.
Bake for about 15 - 18 minutes or until lightly browned and a toothpick inserted in the middle comes out clean. Remove from oven and then turn your broiler on high. Sift confectioners (powdered or icing) sugar heavily over the tops of the scones and place them under the broiler. Broil for just a few seconds, turning the pan as necessary, until the sugar has melted and turns golden brown. Make sure to watch the scones carefully as the sugar will burn very quickly. Transfer to a wire rack to cool.