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Put the cranberries and ginger, if using, in a small heatproof bowl and pour the hot apple cider over them. Let the mixture steep for 30 minutes, then drain, reserving the apple cider. Set aside.
When ready to cook, start the Traeger grill on Smoke with the lid open until the fire is established (4 to 5 minutes). Set the temperature to 350F and preheat, lid closed, for 10 to 15 minutes.
In a medium bowl, combine the cream cheese, brown sugar, butter, vanilla, cinnamon, and nutmeg and mix until smooth. Stir in the 1/4 cup of chopped walnuts and the reserved cranberries and ginger.
Core the apples, from the stem end, leaving the bottom intact. (If you accidentally punch a hole in the bottom, plug it with a marshmallow). Pare 1/2-inch of skin from the equator of the apple to keep the skin from splitting as it roasts. Spoon the filling into the apples.
Arrange the apples upright in a snug baking dish. Pour the reserved apple cider in the bottom of the dish.
Roast the apples until they are tender, 45 minutes to 1 hour, basting occasionally with the apple cider. Serve warm garnished with walnut halves.