Make the Dough
In a large bowl, mix 2 cups flour, ⅓ cup sugar, salt, orange peel, and yeast.
In a saucepan, gently warm milk and butter (do not boil). Add to flour mixture along with the egg.
Beat with an electric mixer for 2–3 minutes. Stir in remaining flour by hand until a stiff dough forms.
First Rise
Cover dough and let rise in a warm place for 35–50 minutes, until doubled in size.
Prepare the Filling
While dough rises, mix powdered sugar, softened butter, ground almonds, cinnamon, and nutmeg in a bowl. Set aside.
Shape the Rolls
Roll dough into a 22″x12″ rectangle. Spread filling over half the dough lengthwise.
Fold the dough over the filling. Cut crosswise into 20–22 strips.
Twist each strip 4–5 times and shape into swirls.
Second Rise
Place shaped rolls on lined baking sheets. Cover and let rise for 30–45 minutes.
Bake
Preheat oven to 375°F (190°C). Uncover rolls and bake for 9–12 minutes.
Glaze & Finish
Mix glaze ingredients. Brush rolls with glaze and return to oven for 3–5 minutes until lightly golden.