In a stand mixing bowl, add butter, sugar, egg and vanilla. Beat until light and fluffy, scraping the sides if necessary.
In a small bowl, combine flour and baking powder. Add to butter mixture and beat until combined.
Place cookie dough in fridge to chill for one hour.
In a small bowl, combine chopped cranberries, chopped walnuts and orange zest. Set aside.
Once dough is done chilling, transfer to a lightly floured surface. Roll dough out into a 10" square.
In a small bowl, combine brown sugar and milk. Spread evenly over cookie dough. Top with cranberry mixture, leaving about 1/2" edge along all the sides.
Roll up tightly like a jellyroll and wrap in plastic wrap. Place in fridge to chill for several hours or overnight.
Remove from fridge and cut into 1/4" slices. Place on well greased cookie sheets.
Preheat oven to 375 and bake cookies for 14-15 minutes or until the bottom edges are very lightly brown. Let sit on cookie sheet for a minute or two and then transfer to a wire rack to cool completely.