Ingredients

2 envelopes active yeast (2 scant tablespoons) 

1/4 cup warm water mixed with a pinch of sugar 

1 cup scalded milk, cooled slightly 

2 large eggs 

1/4 cup granulated sugar 

1 1/2 teaspoons salt 

Finely grated zest of 2 oranges 

1/4 cup vegetable shortening 

3 1/2 cups all-purpose flour, plus more for dusting 

2 1/2 cups confectioners' sugar 

5 tablespoons unsalted butter, melted 

2 tablespoons freshly squeezed orange juice 

Vegetable oil cooking spray, for bowl and tins 

Preparation

In a mixing bowl, sprinkle yeast over sugar water; let stand until foamy, about 5 minutes. Add milk, eggs, granulated sugar, salt, half the zest, and shortening. Slowly add flour, mixing until combined. Knead until shiny and elastic, 3 to 5 minutes. Place in an oiled bowl; cover with plastic. Let rise until doubled in bulk, about 1 1/4 hours.

Preheat oven to 350 degrees. Make filling: In a small bowl, mix remaining zest, 1/2 cup confectioners’ sugar, and butter. On a well-floured work surface, gently knead dough 3 to 4 times to release air pockets. Roll out dough to an 18-by-14-inch rectangle, dusting with flour as needed. Brush some of the filling over bottom half; fold to enclose. Brush half with filling, and fold again to enclose. Let rest about 5 minutes.

Roll out dough again to a 16-by-10-inch rectangle. Brush half with remaining filling, and fold. Cut into small squares (about 2 inches). Place squares in coated muffin tins, with layers facing up. Let rise until almost doubled in bulk, 12 to 15 minutes.

Bake until golden, about 15 minutes. Remove from oven; let rest 1 minute in tin, then transfer rolls to a cooling rack.

Make a thick icing by whisking together remaining 2 cups confectioners’ sugar and the juice. Drizzle over cooled rolls. Serve.