Place the cranberries, caster sugar and red wine into a pan and gently heat until the sugar dissolves. Increase the heat and bring the mixture to the boil, cooking until the liquid has reduced in volume by half. Remove the fruit from the pan and discard. Allow the syrup to cool, then chill in the fridge.
Sear the orange wedges on a hot griddle pan for 3-4 minutes, turning occasionally until charred all over.
Place the cream into a bowl along with the vanilla seeds and the icing sugar. Whip until soft peaks form when the whisk is removed from the bowl. Fold in the chilled cranberry syrup.
To serve, spoon the syllabub into a serving glass and garnish with the griddled oranges.