Combine 2 cups flour, sugar, orange zest, dry yeast and salt in a large bowl and stir until blended.
Place water and butter in a microwave-safe bowl or measuring cup. Microwave on high in 15 second increments until very warm but not hot to the touch (120° to 130°F). It helps if you use an instant read thermometer to check the water temperature. Note: Butter won’t melt completely).
Add wet ingredients to flour mixture with egg.
Without a mixer: stir mixture with a wooden spoon until you can’t stir anymore, adding just enough flour so the dough will come to a ball, getting your hands in there once you can’t stir anymore.
With a mixer: Beat 2 minutes at medium speed of electric mixer, scraping bowl occasionally. Add 1 cup flour; beat 2 minutes at high speed, scraping bowl occasionally. Stir in just enough remaining flour (about 1 cup) so that the dough will form into a ball.
Knead on lightly floured surface until smooth and elastic and dough springs back when lightly pressed with 2 fingers, about 6 to 8 minutes. Cover with a towel; let rest for 10 minutes.
For filling, combine sugar and cinnamon in a small bowl. Set aside.
Roll dough into a 15 x 10-inch rectangle using a rolling pin. Spread melted butter over dough stopping at least 1/2-inch from the edges on the long sides. Sprinkle with cinnamon sugar mixture. Beginning at long end of the rectangle, roll up tightly. Pinch seams to seal.
TIP: Use unflavored dental floss instead of a knife to cut rolls. Cut a long piece of floss. Slide floss under the roll; bring the ends up and cross over to cut each slice. Cut into 12 equal pieces.
Place, cut sides down, in greased 13 x 9 inch baking pan. Cover with towel; let rise in warm place until doubled in size, about 1 hour .
Bake in preheated 350ºF oven for 25 to 30 minutes or until rolls are golden brown. Cool on wire rack for at least 20 minutes.
Combine all frosting ingredients (start with 1 tablespoons juice and add more if needed) in a large bowl and whisk until smooth. Spread over rolls.