Step 1
Dissolve yeast in warm water and warm orange juice in a bowl. Let stand until yeast softens and begins to form a creamy foam about 5 minutes.
Step 2
Beat warm milk shortening 1/4 cup white sugar egg and salt together in a separate bowl. Stir yeast mixture into milk mixture. Add enough flour to mixture to create a soft dough. Turn dough onto a lightly floured surface; knead until smooth and elastic 6 to 8 minutes.
Step 3
Grease a large bowl and two 11x7x2-inch baking sheets.
Step 4
Place dough in the greased bowl and turn dough to coat all sides. Cover bowl with plastic wrap or a clean towel and let rise in a warm place until dough is doubled in size about 1 hour.
Step 5
Punch dough down and divide in half. Roll each half on a lightly floured surface creating two 15x10-inch rectangles.
Step 6
Mix sugar softened butter and orange zest in a bowl until filling is smooth. Spread half of the filling onto each dough rectangle. Roll each rectangle around the filling jelly roll-style starting with the long end creating a log. Cut each log into 15 rolls.
Step 7
Arrange rolls on the prepared baking sheets. Cover baking sheets with plastic wrap and let rolls rise until doubled in size about 45 minutes.
Step 8
Preheat oven to 375 degrees F (190 degrees C). Remove plastic wrap from baking sheets.
Step 9
Bake rolls in the preheated oven until lightly browned 20 to 25 minutes.
Step 9
Beat confectioners' sugar cream cheese softened butter orange juice and orange zest in a bowl until frosting is smooth. Spread frosting on the warm rolls.