Combine cranberries, pecans, orange zest, and one quarter cup of sugar in a food processor. Process until the cranberries and pecan have been broken down into very small pieces. Set aside.
Cream butter and sugar together in a large mixing bowl. Mix in the almond extract and egg until well combined. Stir in the flour, mixing just until incorporated.
Divide the cookie dough in half.
Cover a large cutting board with plastic wrap and use another piece of plastic wrap to press out half of the dough into an 8-inch square.
Spread half of the cranberry filling over the dough to within half an inch of the edges.
Use the plastic wrap to carefully roll up the dough.
Pinch the edges of the dough to seal. Wrap tightly in plastic wrap and refrigerate for 2 hours up to 48 hours, or until dough is firm. (Repeat with remaining dough and filling.)
Preheat the oven to 375 degrees F. Line a large baking sheet with parchment paper and set aside.
Cut ¼ inch slices from the roll and place on the baking sheet. Bake for 6 to 8 minutes or until the bottoms of the cookies are very lightly browned.
Let cool on the baking sheet for 1 to 2 minutes before moving to a wire rack. Repeat for remaining cookies.