Line a baking sheet with parchment paper and set it aside.
In a heavy-duty skillet, whisk together 3 tablespoons brown sugar, 1 tablespoon granulated sugar, 1 teaspoon orange zest, 1½ tablespoons fresh orange juice, ½ teaspoon vanilla extract, 1 teaspoon ground cinnamon, ¼ teaspoon fine sea salt, and ⅛ teaspoon cayenne pepper until well combined.
Add in 2 cups walnut halves and toss to evenly coat. Place the skillet over medium heat and stir constantly with a spatula for 3-4 minutes, or until the sugar fully melts and the nuts are glossy. If the sugar mixture begins to thicken too much or become grainy, add a teaspoon or two of water and keep stirring to smooth it out.
Immediately remove the pan from the heat and dump the nuts onto the parchment paper. Using 2 spoons or 2 spatulas, quickly spread the nuts out onto the parchment paper so that each nut is separated. Let sit at room temperature for 30-60 minutes until fully hardened.
Once hardened, transfer to an airtight container and store at room temperature for up to 2 weeks or pop in your freezer to store for a month or so.
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Notes
Nuts: Feel free to use untoasted, shelled pecans or almonds in equal amounts. Salt: Fine sea salt dissolves faster in the candied coating, but you can use kosher salt; you will just need slightly more since it is coarse rather than fine. I don't recommend table salt. Note on Spices: A bit of cayenne balances out the sweetness, but feel free to omit it if you are sensitive to spice. Alternatively, increase if you love a little kick. You can also replace the cinnamon with pumpkin pie spice or apple pie spice, or use smoked paprika in place of cayenne if desired.Orange: 1 medium navel orange will yield enough zest and juice for this recipe. However, you can omit the orange zest and use water in place of orange juice for a more traditional flavor.