Preheat oven to 375F.
Sift the dry ingredients together. Grate the cold butter into the dry ingredients and mix with flour so it resembles coarse crumbs.
Add in milk, vanilla, yogurt, walnuts/pecans, and cranberries. Knead till the mixture comes together into a dough.
Shape the dough into a rough ball and slice it into two portions. Pile these on top of each other, and slice into two again. Now, place these on top of each other, and cut into two once more. With a rolling pin, roll the dough into a rectangle shape, roughly about 2.5 cm thick and 6 cm long.
Cut into triangles, brush with egg wash, and bake for 15 minutes until golden.
Store in the freezer for as long as a week or in the fridge for about two days. Warm them for a couple of seconds in a preheated oven or a microwave before serving.