Preheat the oven to 180°C/Gas 4.
Place the flour, sugar, baking powder, orange and lemon zest, cranberries, nuts and chocolate chips in a mixing bowl and stir together until evenly dispersed.
Beat the egg into the milk, and then pour this into the bowl with the other ingredients. Bring everything together into a dough – I find it easiest to use my hands. Knead it gently for a minute to bring it completely together.
Take the dough out of the mixing bowl and roll into a fat sausage about 23 cm long. Put it on the baking sheet. (No need to line the sheet; that can make the biscuits soggy.) Bake for 25 minutes, until just golden.
Remove from the oven and slice into 1 cm-thick pieces – a really sharp, serrated knife is best, and you need to do it gently so the biscotti sausage doesn't crumble.
Place these slices back on the baking sheet and return to the oven. Immediately turn the oven down to 130°C, then bake for 15 minutes.Allow to cool completely, and you have a batch of beautifully baked biscotti.