Zest the oranges first, then squeeze out their juice. Place the zest, orange juice and all the other ingredients in a medium saucepan; Bring to a boil over medium-high heat.
Turn the heat down and continue cooking until most of the cranberries have popped, about 5 – 10 minutes. You don’t really have to stir, but I’m sure you won’t be able to resist the urge to do that from time to time.
Turn off the heat and let the sauce cool down a little then transfer to the fridge to chill completely, at least 4 hours but preferably overnight. The sauce will be much thicker, and tastier, when cold.