In a small bowl, combine the warm milk, active dry yeast, and granulated sugar. Let it sit for about 5-10 minutes until it becomes frothy.
In a mixing bowl, combine the all-purpose flour and kosher salt. Make a well in the center and add the yeast mixture, egg yolk, and melted butter. Mix until a dough forms.
Knead the dough on a lightly floured surface for about 5-7 minutes until smooth and elastic. Place it in a greased bowl, cover with a kitchen towel, and let it rise in a warm place for 1 hour or until doubled in size.
While the dough is rising, prepare the filling by mixing together 3 tablespoons of softened butter, light brown sugar, cinnamon, and a pinch of salt.
Once the dough has risen, punch it down and roll it out on a floured surface into a rectangle about ¼ inch thick. Spread the filling evenly over the surface of the dough.
Roll the dough tightly from one end to the other to form a log. Slice the log into 10-12 equal pieces using unflavored dental floss for clean cuts.
Place the rolls in a greased baking pan, slightly overlapping them if desired. Cover and let them rise again for about 30 minutes.
Preheat the oven to 350°F. Bake the rolls for 18-20 minutes or until golden brown.
While the rolls are baking, prepare the icing by whisking together softened butter, powdered sugar, orange zest, and orange juice until smooth.
Once the rolls are out of the oven, drizzle with icing while still warm, and let cool slightly before serving.
For the best flavor and texture, serve these orange rolls warm straight from the oven. If you want to enhance the experience, consider double glazing by drizzling a second layer of icing after the rolls have cooled for a few minutes.