In a bowl beat together egg, cream, orange extract, orange peel, cinnamon, nutmeg and vanilla.
In a separate bowl sift together flour, sugar, baking and salt. Cut the butter into the flour until course crumbs form. Pour cream mixture into the bowl with the flour; stir with a spatula until everything is well combined.
Knead the dough on a floured surface and pat dough into a circle that is about 7 inches in diameter. Cut 8 wedges into the circle.