Prepare the pie crust by placing it in a 9-inch pie dish and crimping the edges if desired.
In a medium bowl, combine cranberries, sugar, cornstarch, cinnamon, and salt. Stir until cranberries are coated. Add lemon juice and orange zest, mixing well.
Pour the cranberry filling into the prepared pie crust. In a separate bowl, whisk together eggs, heavy cream, and vanilla extract until smooth. Pour this custard over the cranberry filling.
Preheat oven to 350°F and bake the pie for 45-50 minutes until the filling is set and the top is golden.
Let the pie cool at room temperature for at least 2 hours before serving.