Grate the zest from the whole orange and set aside. Cut off any remaining pith from the orange. Cut the orange into chunks. Peel the apple and remove the core; cut into large pieces.
In a food processor, combine the orange zest and chunks, apples, cranberries and celery and process until finely chopped; be careful not to process too long because the mixture will become mushy. Add the walnuts and pulse until chopped. Stir in the sugar and orange liqueur. Refrigerate until serving time, at least 2 hours and up to overnight.