Preheat oven to 425°.
To prepare scones, lightly spoon flours into dry measuring cups and tablespoons; level with a knife. Combine flours, walnuts, baking powder, rind, and salt in a large bowl; stir with a whisk. Cut in butter with a pastry blender or 2 knives until mixture resembles coarse meal.
Combine milk and egg in a small bowl; add milk mixture to flour mixture, stirring just until moist (dough will be slightly sticky). Turn dough out onto a baking sheet lined with parchment paper, and pat into an 8-inch circle (about 1/2-inch thick). Cut dough into 12 wedges, cutting into, but not through, dough. Bake at 425° for 14 minutes or until golden. Cool slightly on a wire rack; break into wedges.
To prepare cranberry cream cheese, place cranberries in a small heat-proof bowl; add boiling water to cover. Let stand for 30 minutes; drain well. Place cream cheese in a small bowl; add cranberries, stirring just until combined.