Beat cake mix, butter, and 1 egg together in a bowl using an electric mixer on low speed until mixture is crumbly; stir in pecans. Press mixture into a 9x13-inch baking dish.
Bake in the preheated oven until crust is set, 5 to 8 minutes.
Beat cream cheese, confectioners' sugar, 1 egg, and vanilla extract together in a bowl using an electric mixer until smooth. Stir cranberry sauce and nutmeg together in a separate bowl. Carefully spread cream cheese mixture onto crust. Spoon cranberry sauce mixture in 3 rows lengthwise over cream cheese mixture. Pull a knife through cranberry sauce mixture into cream cheese mixture to form swirls.
Bake in the preheated oven until cream cheese mixture is set, 30 to 40 minutes. Cool completely before cutting into bars.
