In a bowl, whisk together flour, baking powder and salt until well combined. Set aside.
In a large bowl, cream butter and sugar until light and fluffy, about 3 minutes (mixer at medium speed). Add egg and beat well. Beat in orange zest and vanilla. Scrape down sides of bowl. On low speed or with wooden spoon, gradually add flour mixture, beating until just blended.
Shape the dough into a flat rectangle. Tightly wrap in plastic wrap and chill for at least one hour.
Using confectioner’s sugar or flour, lightly dust a piece of parchment paper and rolling pin. Unwrap chilled dough and place on parchment, roll into a 12×9 inch rectangle of uniform thickness.
In a bowl, combine the cranberries, pecans and orange marmalade until well blended. Spread cranberry mixture evenly over dough to within 1/2 inch of edges. Starting with long edge, tightly roll up dough jelly-roll style to form a log. Tightly wrap in parchment paper and chill for at least 3 hours or overnight.
Preheat oven to 375 F and line cookie sheets with parchment paper. Unwrap the chilled dough log and using a sharp knife, cut into 1/4 inch slices. Place on prepared cookie sheets about 2 inches apart. Bake one sheet at a time in preheated oven for 8 to 11 minutes or until edges start to turn lightly golden (mine were 9 minutes). Immediately slide parchment paper onto a cooling rack. Cool the cookies for 5 minutes before removing from the parchment and placing directly on cooling rack.
Chop your filling ingredients small. This will ensure nothing pokes or cuts through the dough.
Slivered almonds cut into small pieces make a nice substitute for the pecans.
Use the parchment to help you roll the dough.
Softened butter means you should take it out of the fridge about 20 minutes before using it. You don't want it too soft.
For best baking results, bring the eggs out at the same time as the butter.