In a food processor, blend together the flour, brown sugar, baking powder, ground cinnamon, and salt. Add the butter, cut into cubes, and pulse until the mixture resembles fine sand.
Whisk together the heavy cream and egg. Add the cream to the food processor and pulse until the dough forms.
In another bowl, toss together the chopped cranberries and sugar. Add the nuts and orange zest, tossing to combine. Add the dough to the bowl and press the fruit and nuts into the dough.
Divide the dough into two equal portions. Pat each section into a 6-inch circle. Cut each circle into 6 wedges. Place the wedges onto the parchment lined air fryer basket.
Set the air fryer temperature to 320 degrees F, and set cook time for 12-15 minutes. Allow to cool slightly before drizzling with glaze.
Mix the powdered sugar and orange juice to create a glaze. Drizzle over the scones.