Preheat oven to 375 degrees F (190 degrees C). Grease cookie sheets.
Sift together the flour, baking powder, cinnamon and nutmeg, set aside. In a medium bowl, cream the butter and sugar. Stir in the egg, milk and orange zest. Add dry ingredients, mix until well blended. Then stir in the quick oats, cranberries and nuts.
Drop dough by tablespoons onto the prepared cookie sheets about 2 inches apart. Bake for 10 to 12 minutes in the preheated oven, cookies should be lightly browned. Remove to cool on wire racks.
In a small bowl, stir together the confectioners' sugar, orange zest and vanilla. Stir in the orange juice 1 tablespoon at a time until desired consistency is reached. Drizzle onto cooled cookies. Makes 28 cookies