Preheat the oven to 350°F.
Place the pecans in a small bowl. Heat the oil in a heavy small skillet over medium heat. Add the chili powder and cayenne and stir until fragrant, about 15 seconds. Pour over the pecans. Mix in the sugar, orange zest, and salt. Transfer the mixture to a small baking pan. Roast until the nuts are toasted, about 10 minutes. Remove from the oven and cool completely.
In a medium bowl, combine the toasted pecans, cherries, pepitas, and cranberries and mix to combine. Serve as a snack.