Put the cranberries in a medium-size nonreactive nonstick saucepan. Add the zest. Peel and seed the orange, discard the white pith, and coarsely chop. Add the chopped orange to the pot of cranberries along with the sugar, water, vanilla, salt, cayenne, and cinnamon and bring to a boil over medium heat. Reduce the heat to medium-low and simmer for 10 minutes.
Dissolve the cornstarch in the orange juice. Add the mixture to the cranberries and stir to blend. Simmer another 20 minutes until the mixture is thick like syrup. Cool completely, then spoon into a decorative dish and pass at the table. Will keep for 3 days in the refrigerator.
Yield: 5 cups