Warm the milk in a small pan on the stove.
Once the milk is between 105-110 degrees, add the yeast and let it dissolve. Allow it to rest for 3-5 minutes.
Add the flour, egg, 2 tablespoons butter, 2 tablespoons sugar, 1 teaspoon orange zest, salt, and the yeast mixture to a mixer with a dough hook.
Knead the dough for about 2 minutes.
Cover the dough and let it rise for at least an hour or until doubled in size.
To make the filling. Put 2 tablespoons sugar, 1 teaspoon orange zest, and 2 tablespoons softened butter in a small mixing bowl.
When the dough has doubled in size, dump it out of the bowl onto a clean, lightly floured surface.
Use a rolling pin to roll it out into a rectangle. Use a knife or offset spatula to gently spread the orange filling over the dough.
Gently roll up the dough into a log along the long edge.
Use a sharp knife to cut the dough log into 6 equally sized pieces.
Place the rolls into a greased muffin tin.
Cover the pan with a towel and allow to rise for about 25-30 minutes.
While the rolls rise, preheat the oven to 375 degrees.
Place the pan in the preheated oven and bake for about 15-18 minutes, until the tops of the rolls are golden brown, and the rolls are cooked throughout. Remove the rolls from the pan.
While the orange rolls bake, make the glaze. Whisk together 1 tbsp orange juice and ¼ cup powdered sugar in a small bowl. Pour the glaze over the top of the warm sweet rolls.