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Step 1
Add the cranberries to the bowl of a food processor and pulse until they are coarsely chopped.
Step 2
Zest the oranges, then cut away the pith and dice into small pieces.
Step 3
Pour the cranberries and oranges with the zest into a large bowl and stir in the sugar. Cover and refrigerate for 30 minutes, then drain off all but ½ cup of the juice.
Step 4
With an electric mixer, beat the cream cheese until smooth. Add the cream and vanilla extract. Continue beating until stiff peaks form.
Step 5
Gently stir the cream cheese mixture into the cranberry mixture. Fold in the marshmallows, then cover and refrigerate for several hours or overnight.
Step 6
To serve, spoon into dessert bowls and sprinkle with pecans, if desired.