Use a microplane to zest oranges, scraping just until the white is exposed then move to a new spot. Squeeze juice from oranges (should be about a cup of juice, I use this). Place juice, zest, sugar and cranberries into a pan and bring to a simmer. While berries are simmering stir occasionally and use the microplane to grate fresh nutmeg. When cranberries begin to 'pop' add nutmeg. Simmer just a couple more minutes then turn off heat. Sauce will thicken even more after it cools.