In a heavy medium saucepan combine cranberries, apples, brown sugar, the water, orange peel, cinnamon, and rosemary. Cook and stir over medium heat about 15 minutes or until liquid is slightly thickened (mixture will get juicy as it cooks). Remove the rosemary; stir in pecans. Cover and chill for 2 hours or until completely cooled.
Preheat oven to 425 degrees F. Line a baking sheet with parchment paper; set aside. Place one sheet of phyllo dough on a clean work surface. (As you work, keep the remaining phyllo dough covered with plastic wrap to prevent it from drying out.) Lightly brush phyllo sheet with some of the melted butter. Top with another phyllo sheet and brush with butter. Repeat layering, using 8 sheets of phyllo total. Spoon half of the cranberry mixture on top of the stacked sheets, leaving a 1-inch border on the two short sides and one of the long sides and a 2-inch border on the other long side. Fold the short sides in 1 inch over the filling. Roll up the phyllo and filling, starting from the long side with the 1-inch border. Seal seam by pressing together with fingers. Place the strudel, seam side down, on the prepared baking sheet. Repeat with remaining phyllo sheets, butter, and filling to make a second strudel. Brush the tops and sides of the strudels with remaining melted butter.
Bake for 15 to 18 minutes or until browned. Carefully transfer strudel to a serving plate. Cool for 15 minutes. If desired, sprinkle with powdered sugar. Slice with a serrated knife and serve warm or at room temperature.