Start by preheating the oven to 200 degrees and then start making your dough. Whisk the flour, sugar, salt, and yeast together in a large bowl.
Next, combine the orange juice, orange zest, water, and butter together in a microwave safe bowl. Microwave your mixture for about 30 seconds until the butter is melted and the mixture is warm to the touch (about 110°F). Pour your mixture into the dry ingredients, add the egg and either kneed by hand or with a stand mixer with the hook attachment for 5 minutes or until it forms a soft dough.
Turn the dough out onto a lightly floured surface and let rest for about 5 minutes. After 5 minutes, roll the dough out in a 15 x 10 inch rectangle. Using your hands, spread the softened butter on top but keeping a 1/2 border all the way around your dough clean.
Mix together the cinnamon, pecans, dash of salt and sugar. Sprinkle it all over the dough and using your hands, gently press the filling into the dough.
Beginning with the long side nearest to you, slowly and carefully roll the dough forward, creating a tight roll. When the entire surface of dough has been rolled, tightly pinch to seal the seam.
Using a serrated knife, cut off the ends of the roll and discard. Cut your roll into 10-12 even orange rolls and arrange in a lightly buttered 9 x 13 baking pan or a 9-inch round pie dish.
Loosely cover the rolls with aluminum foil move your orange cinnamon rolls to the 200 degree oven. Turn the oven off and let your rolls rise for 15-20 minutes. After they have poofed up and doubled in size, remove the foil, turn your oven to 375 degrees and bake your rolls for 15-20 minutes.
When they are lightly golden brown, remove from the oven and let cool for 10 minutes.
While your orange sweet rolls are cooling, whisk together sifted confectioners’ sugar, vanilla extract, orange zest and orange juice. Drizzle, pour or spread over warm rolls.