Cream butter, sugar, and egg yolks until fluffy. Beat in extracts and orange peel until well combined. Stir flour and salt together, then stir into batter until combined.
Set aside one-third of the dough and wrap in plastic wrap to use later as lattice strips. To remaining two-thirds of dough, stir in cranberries.
Preheat oven to 375 degrees. Roll the cranberry dough ¼ thick on a floured surface. With a 2 ½ or 3 in round cookie cutter, cut circles and place them 1 ½inches apart on parchment-lined baking sheets.
Using the bottom of a drinking glass which is slightly smaller than the cookies and which has been dipped in flour, press an indent into each cookie. Spread approximately 2 teaspoons of cream cheese on each cookie indent. Then spread approximately 2 teaspoons of pie filling on top of the cream cheese.
Roll reserved dough (without cranberries) 1/6 thick. Sprinkle the Demerara sugar over the dough. Cut dough into ¼ lattice strips, and top each cookie with 4 strips that cross each other, resembling a pie.
Bake cookies for 18-22 minutes or until lightly browned on the bottom and at the edges. Cool 5 minutes before removing cookies to racks to cool completely. NOTE: Cookies freeze well.