Steep saffron in lemon juice for 20 minutes. Sift together dry ingredients in bowl. Cut butter into flour coarsely with fork or pastry blender. Add cranberries and orange zest and mix well. Add saffron to milk and mix well, then add to dry mixture to form dough. Mix just until all dry ingredients have been incorporated into the dough.
Flour surface and place dough, patting dough down to a 9-inch circle. With a floured knife blade, cut dough into 8 wedges. Transfer dough onto a greased cookie sheet (or sheet with baking paper) and bake for 15 minutes, or until scones are lightly browned and cooked through. Serve warm.