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 together 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 has fully melted and the nuts are glossy and begin to smell nutty. If your sugar mixture begins to get thick or grainy, add a teaspoon or two of water and keep stirring to help smooth the mixture.
Immediately remove the pan from the heat and dump the nuts onto the parchment paper. Using 2 spoons or a 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 quicker in the candied coating, but kosher salt can be used, you will just need slightly more since 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 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 give 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.