Step 1: Allow the cream cheese to reach room temperature.
Step 2: With a hand mixer, beat the cream cheese and orange zest in a medium bowl
Step 3: Adding the eggs one at a time to form a lumpy batter.
Step 4: Beat in the half-and-half, sugar and vanilla.
Step 5: The batter will still be lumpy.
Step 6: Spray a 13-by-9-inch Pyrex or ceramic baking dish with vegetable cooking spray.
Step 7: Line the dish bottom with 6 slices of bread, cutting some slices into strips to form a tight fit.
Step 8: Pour 1 cup of the egg mixture over the bread, then sprinkle with 1/2 cup of the cranberries.
Step 9: Make another layer with the remaining bread.
Step 10: Slowly pour the remaining egg mixture over the bread.
Step 11: Cover the dish with plastic wrap, then lightly weight the strata by setting a dish on it, or lightly pressing on it with your hands a few times, until the bread has almost completely absorbed the milk mixture.
Step 12: Refrigerate the strata overnight.
Step 13: Remove the plastic from the dish and allow it to come to room temperature before baking.
Step 14: Adjust the oven rack to the middle position and preheat the oven at 325 degrees.
Step 15: Sprinkle the strata with the walnuts and the remaining cranberries, lightly pressing them into the bread.
Step 16: Bake until the strata is firm and puffy, 35 to 40 minutes.
Step 17: Meanwhile, warm the marmalade and 1/4 cup of orange juice in a pan over low heat or in a microwave oven.
Step 18: Remove the strata from the oven and let it stand for 8 to 10 minutes.
Step 19: Cut the strata into 12 portions and serve immediately with the warm orange marmalade sauce
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