A tradition that has passed on in our family is to have these rolls on Christmas morning.
Dissolve yeast in ½ cup warm water, water to be 105-115 degrees, for 1 minute. Stir, then add orange zest, orange juice, sugar, salt, egg, butter and 1 ½ cup flour. Beat together on slow with handheld mixer, scraping as needed. With wooden spoon stir in enough of remaining flour to make the dough easy to handle, about 1 ½ to 2 more cups. Dough should spring back when poked with a finger. Transfer dough to a lightly floured surface and knead for about 5 - 6 minutes. Form the dough into a ball and place in a lightly greased bowl. Cover and let stand in a warm place till doubled in size, about 1 ½ hours. Line the bottom of a 9 X 13 baking dish with parchment paper. Turn the dough out on lightly floured surface, use a rolling pin to form into a 16 X 9 rectangle. Make sure the is smooth and evenly thick.
Mix sugar and cinnamon together. Spread dough with softened butter then sprinkle with filling. Tightly roll up the dough and cut into 16 slices 1 inch in width. Arrange in baking pan, cut side up. Cover and let rise in warm place for ½ to 1 hour. Preheat oven to 350 degrees, cover the rolls with aluminum foil and bake for 25 - 30 minutes, until they are lightly brown in color. Transfer pan to rack to cool for about 15 minutes.
In small bowl mix together all of the ingredients and drizzle over rolls before serving.
PS - if you get behind Pillsbury Orange Rolls are delicious also :)