Heat oven to 400°F. Line cookie sheet with cooking parchment paper or lightly spray with Crisco® Original No-Stick Cooking Spray. Unroll pie crusts; press each into 10 1/2-inch square. Brush squares with melted butter.
In food processor, place cranberries, pecans, sugar, cinnamon and orange peel. Cover; process with on-and-off pulses until mixture is finely chopped. Spread half of mixture on each pie crust square.
Roll up each pie crust into a log; pinch edge tightly to seal. In small bowl, beat egg and water until blended. Brush egg mixture over each log. Using serrated knife, cut each log into 10 slices. Place slices, cut sides up, 1 inch apart on cookie sheet; replacing any filling. Reshape slices, if necessary.
Bake 12 to 15 minutes or until golden brown. Immediately remove pinwheels on parchment from cookie sheet to cooling rack. Spoon about 1 teaspoon honey on each slice. Serve warm or cool.