Combine the strawberries, blueberries, sugar, orange juice, and zest in a large bowl. Stir to coat the berries evenly and let them sit at room temperature while making the shortcakes.
To make the shortcakes: Preheat the oven to 375°F. Sift the flour, sugar, baking powder, and salt together into a large bowl. Work in the butter pieces with your fingertips or cut it in with a pastry blender until the mixture is the texture of coarse cornmeal. Make a well in the center and pour in the milk. Mix with a wooden spoon until the mixture pulls away from the side of the bowl.
Roll or pat the dough out on a lightly floured work surface to a thickness of 1/2 to 3/4 inch. It will appear very rough and flaky. Cut out 10 shortcakes with a 3-inch round cutter (see Chef's Tips). Place the shortcakes on an ungreased baking sheet. Brush the tops with the beaten egg. Bake for 15 to 20 minutes, or until the shortcakes just begin to turn golden. Remove from the oven and serve immediately, or let them cool on a wire rack and rewarm in a 250°F oven for 5 minutes just before serving.
Whip the heavy cream until it mounds when dropped from a spoon. (If desired, add a bit of sugar to sweeten the cream.)
To serve, split each shortcake in half and place the bottom piece on a dessert plate. Layer the berries with some of their juice and a generous dollop of whipped cream over the shortcake and finish with the shortcake top over the cream.
Chef's Tips: To make orange zest, use a vegetable peeler to remove just the colored portion of the peel. Mince the peel with a sharp knife.
When cutting out the biscuits, be careful not to twist the cutter or the shortcakes will not rise around the edge.
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