In a large bowl, combine the first six ingredients. Cut in shortening until crumbly. Combine the egg, cheese, orange juice and water. Make a well in the dry ingredients; stir in egg mixture just until moistened. Add the cranberries and the nuts., Pour into a greased 9x5-in. loaf pan. Bake at 350° for 60-70 minutes or until a toothpick inserted in the center comes out clean. Cool for 10 minutes before removing from pan to a wire rack. Store in the refrigerator.