Preheat oven to 375 degrees and line cookie sheets with parchment.

In the bowl of electric mixer (or a large bowl if using hand mixer), cream together butter and sugar until light and fluffy.

Add the egg, milk and vanilla and beat until well combined, scraping down the sides as necessary.

Remove 1 cup of cookie dough and add grated orange peel. Knead into dough until distributed throughout, and set aside.

To the remaining dough add cranberries, pecans and about 10 drops of food coloring and stir until just combined. Divide dough in half.

Line a loaf pan with parchment paper. Spread one half of cranberry dough into the bottom of pan and press down.

Add the orange dough on top of first layer, pressing down firmly and evenly.

Add remaining cranberry dough and press down firmly and evenly.

Cover the dough and chill for about 2 hours.

When dough is chilled and firm, remove from pan and peel away parchment paper.

Cut the loaf in half lengthwise.

Cut each half into 1/4 inch slices and place on parchment lined baking sheet, leaving room between each.

Bake at 375 degrees for 9 minutes. Remove from oven and transfer to cooling racks to cool completely.