Preheat the oven to 375 degrees.
Make the crust: In the bowl of an electric mixer fitted with the paddle attachment, combine walnuts, butter, sugar, flour, salt, yolk, and vanilla. Beat until well combined. Firmly press into the bottom and up the sides of an 11-by-8-inch fluted tart pan (*I used a 9" round tart pan) with a removable bottom. Freeze until firm, about 30 minutes. Bake until edges are set and golden, about 20 minutes (Martha's recipe said 40 minutes, but mine was done in 20. Use your judgement.) Remove from oven and let cool completely on a wire rack.
Make the filling: Sprinkle gelatin over water in a small bowl; let stand until softened, about 5 minutes.
Combine cranberries, sugar, jelly, and cognac in a saucepan and cook over low heat until cranberries are soft but not bursting, 12 to 15 minutes. Do not overcook or the mixture will become too watery. Remove from heat and let cool slightly. Stir in gelatin mixture and let cool completely.
Pour cranberry filling into cooled tart shell and chill for at least 1 hour before serving.