Start by making the cranberry sauce. Pour the cranberries and sugar into a medium heavy-bottomed saucepan with the zest and juice of one orange. Set on a medium heat until it begins to boil; turn to low and add the spices. Let it simmer, stirring occasionally and smashing the cranberries with the back of a spoon until thickened (about 15-20 minutes).
Preheat your oven to 375 degrees F. While the sauce is cooking, open the can of biscuit dough and cut the rounds in half with a pair of kitchen shears. Roll the halves into a ball and then press flat with your fingers, making a flat round. Cut small chunks of the brie and place on the rounds, adding some walnuts if using. When the cranberry sauce is cool, add to the rounds. Wrap the dough around the filling, pinching the seams to make sure as little leakage occurs as possible.
Place dough balls into a greased 8x8 baking sheet. They should be touching, because you want this to be a tear and share kind of thing. Brush the tops with the beaten egg to give it a shine when it comes out of the oven, and bake for 15-20 minutes (they will take longer than normal biscuits to bake because they are thicker and more concentrated). Allow to cool for a few minutes, then slide the "loaf" onto a serving platter for guests to tear apart and help themselves. Enjoy!