In a small saucepan over low heat, melt together the butter and milk. Stir or swirl to melt without overheating. Add the orange juice and set aside.
In the bowl of a stand mixer (or see notes), add the flour, yeast, sugar, salt and orange zest then give it a good mix around.
Pour in the warm milk mixture and egg, then give it a quick stir.
Attach the dough hook to the stand mixer and mix the dough for 6-7 minutes until smooth and elastic looking.
Brush a clean bowl with a little oil then place the dough into it. flip it over so that has a coating of oil all over. Cover with plastic wrap and let it sit in a warm place for 1 hour or until doubled in size.
MAKE THE FILLING
Set aside 1 teaspoon of zest for the topping, then add the rest to the sugar. Press together with your fingers to release the oils until fully incorporated.
Roll the dough out on a lightly floured surface to a large rectangle, about 12x14 inches.
Evenly spread the filling over the dough leaving 1 inch on the longest side uncovered.
Roll up from the longest side nearest you towards the other, as tightly as you can into a long log, then cut into 12 even pieces with a sharp knife.
Place the rolls evenly spaced onto the baking tray cut side up. Let them rest and rise for another 30 minutes.
Bake for 22-24 minutes, turning the tray at the halfway mark, until golden.
FOR THE ORANGE ICING
Mix together the icing sugar, set aside zest and half the orange juice. Slowly add more juice until it gets to the desired consistency, then pour it over the rolls
You'll need 2 large oranges for this recipe
If you don't have a stand mixer, it will take around 10 minutes to knead by hand. It will be sticky but resist the urge to add flour. The easiest way to knead it is to press down with one hand then use a bench scraper in the other hand to lift and fold it so you can press down again.