Preheat the oven to 375 degrees F (190 degrees C). Grease a baking sheet.
In a large bowl, stir together the whole wheat flour, wheat germ, brown sugar, baking powder, salt and nutmeg. Mix in shortening until everything looks crumbly. Stir in the cranberries and orange zest. In a separate bowl, stir together the egg, milk and orange juice. Make a well in the center of the dry ingredients and pour in the wet mixture. Stir until dough forms. Turn out onto a floured surface and knead briefly to get the dough to hold together. Roll out to 1/2 inch thickness and cut into circles with a biscuit cutter. Place scones 2 inches apart on the baking sheet.
Bake in the preheated oven until the tops and bottoms are golden brown, 15 to 20 minutes. Serve warm.