Rinse the cranberries thoroughly and pick out any damaged or bruised ones.
In a medium-sized saucepan, combine the cranberries, sugar, orange juice, water, and orange zest. Stir until the sugar dissolves completely.
Lower the heat to medium-low and let the cranberries simmer for around 10-15 minutes, or until the cranberries burst and the sauce thickens slightly. Stir occasionally to prevent sticking.
Stir in the vanilla and cinnamon stick and allow it to simmer in there.
Once the cranberries burst (the best part) and sauce has thickened remove from heat.
Remove the pot and chill completely. Can even let sit overnight in fridge for enhanced flavor.