In a large saucepan over medium-high heat, whisk together the cranberries, sugar and orange juice until sugar is dissolved.
Continue cooking, stirring occasionally, until mixture boils and cranberries begin to pop, about 5 minutes. Reduce heat to medium-low and continue cooking, stirring occasionally, for about 10 minutes or until most of the berries have popped. Turn off heat and set sauce aside to cool and thicken.
Meanwhile, cut cream cheese into 1-inch cubes and place in the bowl of a food processor or stand mixer. Add the feta, water, honey and lemon zest. Process or mix until smooth and thick.
Scoop the cheese mixture onto a serving platter, then spoon the cranberry sauce over the top. Sprinkle with chopped pecans.
Serve immediately alongside whole grain crackers or pretzel thins for dipping.