For the cranberry filling: In a medium pot over high heat, combine the cranberries, sugar and 1/4 cup water. Bring the mixture to a boil, then reduce to a simmer. Add the allspice, nutmeg, cinnamon stick and orange zest and juice. Stir to combine and simmer until the cranberries fall apart, an additional 10 to 12 minutes. Strain the cranberries. Refrigerate the cranberries until chilled, at least 1 hour, then discard the cinnamon stick. (Save the strained cranberry liquid to use like a simple syrup in drinks or drizzled over the sliced strudel.)
For the phyllo: Preheat the oven to 350 degrees F. Line 2 sheet pans with parchment paper.
Spread the walnuts on one of the sheet pans and bake until golden brown and toasty, about 5 minutes. Let cool, then chop.
Raise the oven to 375 degrees F.
On a flat, clean surface, lay one sheet of phyllo flat with the long side closest to you. Brush lightly with the butter. Sprinkle with some of the sugar. Add another layer of phyllo and repeat with the butter and sugar. Do this 6 more times so you have 8 evenly stacked layers of buttered, sugared phyllo. (Make sure to save some butter for the outside of the rolled strudel.)
Roll the strudel: Spread the cranberry mixture on the stack of phyllo, leaving about an inch border on all edges filling-free. Combine the walnuts, honey and a pinch of salt in a bowl and sprinkle in an even layer over the cranberries. Working from the long edge closest to you, roll the phyllo and filling up gently (but firmly) away from you, like a long newspaper. (It should look like a cranberry log!) Transfer to a lined sheet pan. Brush the strudel with the remaining butter.
Place the strudel in the oven and bake until the exterior is golden brown and the filling is hot, about 30 minutes. Let cool for at least 15 minutes or to room temperature. Slice into 1 1/2- to 2-inch-thick slices and serve warm (or at room temperature), preferably with ice cream.
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