Preheat the oven to 400°F. Line a baking sheet with parchment paper.

Combine cranberries, walnuts, sugar, and orange zest in a bowl; mix thoroughly.

Roll out each pie crust into a square on a floured surface. Brush with melted butter.

Spread the cranberry mixture over the pie dough, leaving a border on the edges.

Roll each square into a log, pinch the edges to seal, and freeze for 20 minutes.

Beat egg with water; brush over logs. Slice into 10 pieces each.

Place slices on the prepared baking sheet and bake for 11-14 minutes until golden.

Remove from oven, drizzle with honey, and cool slightly before serving.