Beat the butter, sugar and orange zest together until pale and fluffy, then gradually beat in the egg and orange juice.
Sift in the flour, then fold it in with the oats, nutmeg, cranberries and walnuts.
Drop heaped spoonfuls of the mixture onto greased baking trays, leaving enough space around each cookie to allow it to spread during baking.
Bake until golden brown, 10 to 15 minutes. Cool slightly on the baking trays, then transfer to a wire rack and leave to cool completely. These cookies can be kept in an airtight container for 3 to 4 days.