Add the chocolate to a glass or ceramic, microwave-proof dish and microwave on high in 20 second increments, stirring in between until it has melted. Alternately, you can use a glass bowl over a pan of boiling water. Stir in the nuts, cranberries, orange zest, and cookies. Set aside to cool at room temperature.
Once cool to the touch, spread a large piece of plastic wrap or parchment paper onto your surface. Remove the mix from the bowl using a butter knife loosening from the edges onto the plastic or paper. Some of it may be crumbly, the center may still be warm. Use your hands to shape into a log, use the plastic or paper to roll, pressing tightly it into a log shape. Be patient, it will take some effort. Twist the ends to make it look like a salami.
Refrigerate for 1 hour until firm. Once firm, remove from the fridge and allow to come to room temperature before slicing. Remove from plastic wrap or paper and roll in powdered sugar. Tie kitchen twine around for effect and cut into 1/4 inch slices using a sharp knife. Parts may crumble, but the sharp knife will help with this.
To store: Wrap well and it should keep for up to 2 weeks.