In a small mixing bowl, cream together the butter, sugar, cinnamon and orange juice.
When the dough is finished it's first proof, remove from the refrigerator and turn it out on a floured work surface. Roll the dough into a rectangle, about 12" wide by 18" long.
Spread the cinnamon mixture over the surface of the dough and roll into a log from the bottom to the top.
Using a piece of flavorless dental floss of a thin kitchen twine, trim the ends of the dough to remove any unfilled and uneven roll. Then divide the dough into 9 rolls.
Place the 9 rolls into a parchment lined square baking pan and cover with a clean kitchen towel to proof at room temperature for 2 hours (until doubled in size).
When nearly finished the second proof, preheat your oven to 350°F (175C/155C Fan) and make a quick egg wash by whisking the reserved egg yolk with a splash of milk.
Brush the egg wash over the buns and bake in the preheated oven for 25 minutes, until risen and golden.
Remove from the oven and allow to cool for 10 minutes while you whisk together the orange frosting.
For the frosting simply mix together the powdered sugar and orange juice. Spread this over the warm rolls, sprinkle with additional zest if using and serve.