Preheat your oven to 200°C (400°F). Line a baking sheet with parchment paper.

In a small saucepan, combine the fresh cranberries, brown sugar, orange zest, and orange juice. Cook over medium heat, stirring occasionally, until the cranberries begin to burst and the sauce thickens slightly, about 5-7 minutes. This will create a chunky, jam-like consistency. Stir in the chopped walnuts and cook for another minute. Remove from heat and let cool slightly.

Lightly flour a clean work surface. Gently unfold the thawed puff pastry sheet. If your puff pastry is a rectangle, you might need to gently roll it out slightly to create a larger square or circle that can fully enclose the brie. Aim for a size of approximately 25cm x 25cm (10 x 10 inches).

Place the wheel of brie cheese in the center of the puff pastry. If the rind is very thick or waxy, you can trim a very thin layer off the top and bottom to help it melt more evenly, but it's generally not necessary.

Spoon the cooled cranberry-walnut mixture evenly over the top of the brie cheese.

Carefully bring the edges of the puff pastry up and over the brie and topping. Pinch the seams together firmly to seal, ensuring no filling can escape during baking. Trim any excess pastry if needed, but try to leave enough to create a good seal. You can use the trimmed pastry to create decorative shapes (like leaves or a lattice) if desired.

Gently transfer the pastry-wrapped brie to the prepared baking sheet, seam-side down.

Brush the entire surface of the puff pastry with the beaten egg wash. This will give it a beautiful golden-brown sheen as it bakes.

Bake in the preheated oven for 20-25 minutes, or until the puff pastry is puffed up, golden brown, and crisp. The brie should be soft and slightly melty inside.

Remove from the oven and let it rest on the baking sheet for about 5-10 minutes before serving. This allows the cheese to set slightly, making it easier to cut and serve.

Serve warm, directly from the baking sheet or carefully transferred to a serving platter. Provide crackers, baguette slices, apple slices, or breadsticks for spreading.