Dough: Line a large baking sheet with parchment paper or non-slip mat and set aside.
Add milk to a small saucepan (or you can microwave) and bring to a simmer. Remove from heat and stir in 1/4 cup butter and sugar until melted. Place in the refrigerator to cool.
Meanwhile, in the bowl of your standard mixer, dissolve yeast in 1/4 cup warm water and let sit 5-10 minutes or until foamy. (If it doesn't foam, start again.)
Fix mixer with dough hook and generously spray hook with nonstick cooking spray.
Add milk mixture, orange juice, egg, salt and 3 cups flour to the mixer and mix until combined. With the mixer running on low, gradually mix in more flour (up to 1 1/4 cups depending on humidity, elevation etc.) until dough starts to pull away from the sides of the bowl. Once dough has pulled away from the bowl, knead on medium-low speed (dial 4) for approximately 5 minutes (or by hand for 10) until dough is smooth and barely sticks to your fingers.* Let the dough sit for 10 minutes in the mixing bowl.
Line a large cutting board with parchment paper or lightly flour and roll the dough out into approximately 10x12 inch rectangle.
Cinnamon Filling: Spread the butter evenly across the dough. Mix the sugar, cinnamon and orange zest together in a small bowl and sprinkle evenly over the dough then lightly press into the dough.
Fold the dough in half lengthwise (like a book) and cut the dough into approximate 1-inch wide strips using a pizza cutter (you should end up with about 12 strips).
Twist the folded strips of dough as you pick them up and place on a prepared baking sheet. Let the twisted strips sit and rise for 15 minutes.
Bake at 375F degrees for 20 minutes or until barely golden.
Orange Glaze: Meanwhile, make the Glaze by whisking the Glaze ingredients together in a medium bowl. Add more orange zest for more of a tang and more sugar for sweeter. Glaze will thicken upon standing so if you like a thinner Glaze, thin with milk or orange juice before drizzling.
Let baked breadtwists cool 5 minutes then drizzle with Glaze. Best served warm.