Heat oven to 275°F. Line cookie sheet with cooking parchment paper or heavy brown paper.
In large bowl, beat egg whites, vanilla, cream of tartar and salt with electric mixer on high speed until foamy. Beat in 1 cup sugar, 1 tablespoon at a time; continue beating until stiff peaks form and mixture is glossy (do not underbeat). Sift cocoa; fold into egg white mixture. Drop meringue by 1/3 cupfuls onto cookie sheet. Shape into 3-inch circles, building up sides with back of spoon.
Bake 1 hour. Turn off oven; leave meringues in oven with door closed 1 hour. Finish cooling at room temperature, about 2 hours.
Meanwhile, in 2-quart saucepan, cook cranberries, water and 1/3 cup sugar over medium heat, stirring frequently, until cranberries pop and sauce begins to thicken. Remove from heat; stir in orange juice, oranges and 1/2 cup of the walnuts. Cool completely, about 30 minutes. Cover; refrigerate until serving time.
In small bowl, beat filling ingredients with wire whisk until smooth. Cover; refrigerate until serving time.
To serve, spoon 1 teaspoon cranberry-orange sauce in center of each dessert plate. Top with meringue shell. Spoon about 2 tablespoons filling into each shell. Top with about 1/2 cup cranberry-orange sauce. Sprinkle with remaining 1/4 cup walnuts.