Pulse the cranberries in a food processor until finely chopped. Transfer to a large bowl and stir in the sugar and orange zest. Cover and refrigerate for at least 8 hours or overnight.

Toast the pecans in a dry skillet over medium heat for 3 to 5 minutes, stirring often. Transfer to a plate and cool completely.

Beat the cream cheese in a mixing bowl until smooth. In a separate bowl, whip the heavy cream until firm peaks form. Stir a large spoonful of whipped cream into the cream cheese, then fold in the remaining whipped cream in two additions.

Tip the cranberry bowl and spoon off any syrup that pools freely at the bottom. Stir the drained pineapple and marshmallows into the berries. Gently fold in the cream mixture until evenly pink.

Cover and refrigerate for at least 2 hours. Sprinkle with toasted pecans just before serving.