It does sound delicious! I went through the same thing, as I mentioned, with curd. You can always give yourself a little cheat and add a little cornstarch to the mixture before heating. Maybe a teaspoon, or 1 1/2, mix it in with the dry sugar first, and then work the orange juice into the sugar slowly before adding the cranberries. That will make any lumps less likely, even though they'll be sieved out. Or add a little softened gelatin, but if you did that you'd do it at the hot mixture stage. I'd also cool the curd all the way down for a few hours in the fridge and make sure the consistency is about where you want it. And I'd chill the final pie instead of keeping it at room temperature. That should set the curd faster.
By the way, I read the comments on the recipe, and was wondering whether you used the food mill method or, as others said they did, used an immersion stick blender, or even a juicer, to extract the cranberry liquid from the pulp?