Bring cranberries, sugar, and water to a boil in a saucepan over medium heat, stirring frequently. Reduce heat and simmer, stirring and mashing cranberries, until mixture is very thick, about 15 minutes. Cool completely, about 30 minutes.
Preheat oven to 350 degrees F. Line bottom and sides of an 8-inch square baking pan with foil and spray with cooking spray.
Pulse flour, rolled oats, pecans, brown sugar, baking powder, salt, cinnamon, and nutmeg in a food processor 3 times to mix. Add butter and pulse until mixture begins to clump. Firmly press half of dough evenly in bottom of prepared pan. Spread with jam, then sprinkle on remaining dough and gently press into an even layer.
Bake until golden brown, 45 to 50 minutes. Cool completely in pan on a rack. Lift foil to remove pastry from pan and cut into bars.