Shortcake Biscuits:
Preheat oven to 350º. Line a baking sheet with parchment paper or a silicone baking mat. Set aside.
Combine flour, baking powder, sugar, vanilla bean seeds, salt, and orange zest in a large bowl. Stir to combine. Add butter, and use fingers to crumble butter into flour mixture until mixture resembles coarse meal. Pour in 1/2 cup cream, and stir with a fork until a loose dough forms, slowly adding remaining 1/4 cup cream as necessary (dough should be sticky but not wet). Transfer dough to a floured surface. Knead gently with floured hands until dough comes together, 3 to 5 turns. Pat the dough into a 1/2-inch-thick round, and cut out 6 biscuits with a 3-inch round cutter, re-rolling dough once. Place biscuits on the prepared baking sheet. Whisk together beaten egg and water in a small bowl; brush each biscuit lightly with egg wash, and sprinkle each with coarse sugar. Bake until golden brown, about 15 to 20 minutes. Cool on pans for 5 minutes; serve warm.
Apple Filling:
Peel apples and cut into 1/4-inch dice. Set aside. Melt butter in a large sauté pan over medium heat; add sugar, and stir about 2 minutes or until sugar melts. Add diced apples, and cook about 3 minutes or until apples just begin to soften. Combine lemon juice, Calvados, and cornstarch in a small bowl; stir until cornstarch is dissolved. Add lemon juice mixture to the pan, and cook about 4 minutes, stirring, until juices thicken. Serve warm.
Crumble Topping:
Preheat oven to 350º. Combine flour, sugar, brown sugar, oats, pecans, and coconut in a large bowl; stir until well combined. In a microwave-safe bowl, melt butter. Slowly add melted butter to the bowl, stirring to incorporate. Pour mixture onto an un-greased cookie sheet, breaking up large clumps with your fingers. Bake 10 to 14 minutes, or until golden brown. Set aside to cool slightly; break up any remaining big pieces to achieve a crumbly consistency.
Manchego Cheese Ice Cream:
Whisk together egg yolks and sugar in a large bowl until pale and fluffy; set aside. Combine cream, half-and-half, and vanilla bean in a medium saucepan over medium-high heat; bring to a simmer. Slowly ladle 1 cup hot cream mixture into egg yolks, whisking constantly. Pour egg-cream mixture back into the saucepan, and cook about 4 minutes, stirring constantly, until mixture coats the back of a wooden spoon. Pour mixture into a large bowl. Add cheese cubes and stir. Cool to room temperature, stirring occasionally. Once cooled, pour custard through a fine-mesh sieve into a large bowl. Discard cheese and vanilla bean. Refrigerate custard until cold, then freeze in an ice-cream maker according to manufacturer’s instructions.
To Serve:
Place 1 shortcake biscuit on each serving plate. Spoon apple filling over biscuit, then sprinkle with crumble topping. Serve with a scoop of Manchego cheese ice cream on the side.