Preheat oven to 425°F.
Prepare pie crust as directed (see note). Place one pie crust in a 9-inch pie plate (let the edges hang over). Roll the second pie crust flat to use as a double crust. Set aside while preparing pie.
Peel, core, and slice apples thinly. It’s important to thinly slice them so they cook all the way in the pie. Place apple slices in a large bowl and toss with orange juice.
Whisk sugar with orange zest, cornstarch, cinnamon, and ground nutmeg in a small bowl.
Pour sugar mixture over apples and add cranberries. Toss to combine.
Pour filling into prepared pie crust. It will be piled high.
Top pie with second crust. Trim and crimp edges; cut slits for steam to escape. Brush with egg wash and sprinkle with sanding sugar (optional).
Place pie on a cookie sheet and top with a pie shield (or strips of foil).
Bake pie for 10 minutes at 425°F, then lower the oven temperature to 350°F and cook an additional 40-50 minutes, or until the crust is light golden and filling is bubbly.
Cool completely before cutting. It will cut easiest if you chill the pie first. Serve with ice cream or whipped cream.