Preheat oven to 400.
Line a baking sheet with parchment paper and set aside.
Place the cranberries, walnuts, sugar, and zest in a mixing bowl; mix until thoroughly combined.
On a lightly floured surface roll out the pie crusts into two squares.
Generously brush the pie crusts with the melted butter.
Spread the cranberry filling on top of the pie crusts.
Roll each pie crust into a log.
Pinch the edges to seal.
Combine the egg and water in a small bowl and beat until well blended.
Brush each log with the egg mixture.
Carefully cut each log into 10 slices. NOTE: If you're having issues with slicing the log because the dough is too soft, put it in the freezer for about 10 to 15 minutes before cutting.
Place the slices, cut side up, on the prepared baking sheet, 1 inch apart.
Bake for 12 to 15 minutes, or until golden brown.
Place pinwheels on a cooling rack.
Spread a teaspoon, or more, of the honey on each pinwheel.
Let cool before serving.