In a small bowl, combine warm milk and sugar. Sprinkle yeast on top and let it sit for about 5 minutes until foamy.

In a large bowl, whisk together flour, salt, and cinnamon. Create a well in the center, then add the activated yeast, melted butter, egg, orange juice, and zest. Mix until you have a sticky dough.

Transfer your dough to a floured surface and knead for about 5-7 minutes until smooth and elastic.

Place the dough in a lightly greased bowl, cover with a towel, and let it rise in a warm spot for about an hour, or until it has doubled in size.

Once doubled, punch down the dough, and roll it out into a rectangle (about 12 inches by 18 inches).

Evenly spread homemade orange curd across the surface, then sprinkle cinnamon to your liking.

Starting from one long side, tightly roll the dough into a log. Pinch the seam to seal, and slice into individual rolls.

Place your rolls in a greased baking dish. Cover and let them rise again for about 30 minutes until puffy.

Preheat your oven to 350°F (175°C) and bake the rolls for 25-30 minutes, until golden brown and baked through.

In a medium bowl, whisk together powdered sugar, vanilla extract, and milk until smooth.

Once your rolls are cooled slightly, drizzle the glaze over the top and serve warm.