Peel orange and cut peel into strips. Juice peeled orange into a pot and add orange peel strips, cranberries, 1 cup water and sugar. Bring to a boil, reduce heat a bit and let berries bubble away until they burst and form a sauce. Remove peel and cool to room temperature or chill.
Melt butter in a skillet over medium heat and cook onion, celery and carrot to very tender, 10 minutes. Add sherry or wine and evaporate; cool.
Toast the nuts together in a small pan and cool.
Preheat oven to 400°F.
Place turkey in a bowl and season with salt, pepper, nutmeg and cloves. Moisten breadcrumbs with milk and squeeze out excess; add to meat along with the egg. Add chopped parsley, sage, thyme and cooled vegetables, and mix to combine. Form a loaf 4 inches wide and 3 inches tall on a parchment-lined baking sheet. Bake 1 hour in the center of oven.
Slice meatloaf and serve with cranberry sauce alongside.