Since this recipe is broken into sections, I just wanted to point out that you will need a total of three oranges.
Making the Rolls
In mixer bowl, dissolve the yeast in warm water and let stand 3 to 5 minutes; stir. Add the egg, 1/2 of the flour, and the butter. Rub the orange zest, sugar and salt together with your fingers until fragrant, then add to the bowl. Beat all ingredients on medium until smooth.
Add the remaining flour gradually until combined. Dough should clean sides of bowl. If it doesn't, add 1/4 cup more flour. You may need to add another, just add a little at a time until the dough comes away from the bowl. Knead on lightly floured board until smooth. Cover with a clean towel and let rise for 40 minutes or until doubled in size.
While dough is rising, grease 9x9-inch baking pan.
Blend the filling ingredients and set aside. Combine the frosting ingredients and beat until creamy. Set aside.
Dust a sheet of parchment paper with flour. Place dough on dusted parchment and roll out dough into a 7" x 14" rectangle. Spread with the filling, coming to within 1/2" of the sides. Roll up jelly-roll style, using the parchment to help you roll it up, the dough may be a little sticky. Pinch the edges of dough to seal.
Mark and cut dough into 9 equal parts. You may need to reroll the cut pieces as you place them into the pan and cover with a towel. Let rise in warm place until doubled, about 40 minutes. While dough is rising, preheat oven to 375 F.
Bake 20-25 minutes, until golden brown.
Remove rolls from the oven and let cool for 5 minutes. Spread with frosting. You may have some frosting left over.
Instead of a knife, you can use dental floss to tie-off and cut the rolls. To "Tie-Off" dough, take a piece of strong thread, or dental floss, about 16 inches long, slip under roll of dough and cross on top to cut slices smoothly and quickly.