Stir together flour, baking powder, nutmeg, and salt in a medium mixing bowl. Cut in shortening until mixture resembles coarse crumbs.
Layer in a 1-quart jar or canister the following ingredients: brown sugar, granulated sugar, cranberries, flour mixture, and walnuts. Tap jar gently on the counter to settle each layer before adding the next. Cover jar.
Store at room temperature up to 1 month. Or, attach baking directions and give as a gift.
Heat oven to 375 degrees F. Empty the contents of the jar into a large mixing bowl, and stir together. Combine egg and orange juice in a small bowl; add to jar contents. Stir until combined. Drop dough by rounded teaspoons 2 inches apart onto an ungreased cookie sheet. Bake about 10 minutes or until just lightly browned. Transfer to wire racks and cool.