Zest and juice 1 orange. Some pulp is fine. Set aside.
Mix together all the ingredients for the dough except butter and knead until a rough dough forms. Using your fingers, rub in butter and continue to knead until the dough is smooth and elastic. Cover and let rise in a cool place ~1hr.
Lightly dust a work surface with flour and transfer the proofed dough to it. Using a rolling pin, roll out the dough to roughly a 6x12" sheet, with the 6" end facing you. Evenly spread the butter all over the dough. Mix together the remaining ingredients for the filling and sprinkle it on top of the butter and pat it in.
Tightly roll up the dough from the short end facing you. With the seam side facing down, cut the dough into 6 even pieces. Transfer them onto a lined baking sheet, cover and let rise for 1 hour.
Preheat the oven to 350F.
Make the topping: combine orange zest and sugar. Set aside. Make the egg wash: combine egg and milk. Brush the dough with the egg wash and sprinkle the orange sugar topping mixture all over. Bake for 20 minutes or until the roll starts turning golden brown. Remove from oven and let cool for about 20 minutes.
Bake for 20 minutes or until the roll starts turning golden brown. Remove from oven and let cool for about 20 minutes.