Combine cranberries, sugar, and ⅔ cup water in a heavy bottom pot.
Bring mixture to a boil. Then, reduce heat and simmer for 10 minutes, or until cranberries are soft and mixture has thickened. Remove from heat, then stir in lemon or orange zest.
Transfer sauce to a small bowl and set aside to cool before using.
Prepare Baked Brie:
Preheat oven to 400 degrees.
Slice Brie in half horizontally.
Top one half of Brie with 2 tablespoons of cranberry sauce and pecans. Place other half Brie on top.
Sprinkle a cutting board (or sheet of parchment paper) lightly with flour. Remove puff pastry from refrigerator and place on board. Sprinkle lightly with more flour.
Use a rolling pin to roll out puff pastry to about ⅛-inch thick.
Center Brie on puff pastry. Wrap pastry around brie, overlapping as needed. Cut off any excess pastry and discard.
Place wrapped Brie on a lightly-oiled skillet or baking sheet.
Whisk together egg yolk and 2 teaspoons water. Brush over puff pastry.
Bake Brie until pastry turns deep golden brown, about 35 to 40 minutes.
Let Baked Brie cool for about 5 minutes, then serve with leftover cranberry sauce, crostini, crackers, and/or fresh fruit. Enjoy!
Notes
*This recipe is easily adjustable, so don't worry if you can't find an 8.8-ounce wheel of Brie. You can easily adjust the recipe to fit a smaller or larger piece of cheese.