Step 1: Dissolve yeast in water.
Step 2: In a mixing bowl, combine milk, orange juice, sugar, shortening, peel and salt.
Step 3: Add 2 cups flour, yeast mixture and egg; mix well.
Step 4: Add enough remaining flour to form a soft dough. Turn onto a floured surface; knead until smooth and elastic, about 8-10 minutes.
Step 5: Place in greased bowl, turning once to grease top. Cover and let rise in a warm place until doubled, about 1-1/4 hours.
Step 6: Punch dough down and divide in half. Cover and let rest for 10 minutes.
Step 7: Roll each half into 15-in. x 7-in. rectangle.
Step 8: For filling, combine sugar and cinnamon; sprinkle over rectangle. Sprinkle each with 1 teaspoon water.
Step 9: Roll up, jelly-roll style, starting with a short end. Seal edges.
Step 10: Place with sealed edge down in two greased 8-in. x 4-in. x 2-in. loaf pans.
Step 11: Cover and let rise until doubled, about 1 hour.
Step 12: Bake at 350 degrees F for 30-35 minutes or until golden brown.
Step 13: Remove from pan and cool on wire racks.
Step 14: Combine glaze ingredients; spread over loaves.
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