Spray a 9-inch pie pan with cooking spray and spread the pecans and cranberries evenly on the bottom. Season the nuts with the orange rind, cinnamon, and nutmeg. Dot the margarine in small amounts on the nuts.
Using a fork, poke the skin side of the apple in several places. Set the apples, skin side down, on top of the nuts. Bake for approximately 20 minutes.
Take the apples out of the pan and set on a plate. Combine the orange juice, sugar, and vanilla with the juice and nuts left in the pan and spoon over the apples.