My grandmother used to make this every year for all the big holidays. My aunt took over and made one version without nuts, and one with, so the non-nut eaters could be happy. Any nut can be used, I prefer pecans chopped.
Combine cool whip and sweetened condensed milk. Add cherry pie filling, pineapple, & pecans. Gently fold in oranges. Chill, if you can wait, then eat! Best if eaten day made, nuts soften as they absorb juices and moisture of the mix. Some of my family doesn't mind to eat the nuts soft, I prefer them with the original texture. Usually they don't soften much in the first 24 hrs. This is very rich, but SOOOOO good! I also prefer it chilled for at least a couple of hours for the flavors to mingle.