Directions

1. In a mixing bowl, sprinkle yeast over sugar water; let stand until foamy, about 5 minutes. Add milk, eggs, granulated sugar, salt, half the zest, and shortening. Slowly add flour, mixing until combined. Knead until shiny and elastic, 3 to 5 minutes. Place in an oiled bowl; cover with plastic. Let rise until doubled in bulk, about 1 1/4 hours.
2. Preheat oven to 350 degrees. Make filling: In a small bowl, mix remaining zest, 1/2 cup confectioners' sugar, and butter. On a well-floured work surface, gently knead dough 3 to 4 times to release air pockets. Roll out dough to an 18-by-14-inch rectangle, dusting with flour as needed. Brush some of the filling over bottom half; fold to enclose. Brush half with filling, and fold again to enclose. Let rest about 5 minutes.
3. Roll out dough again to a 16-by-10-inch rectangle. Brush half with remaining filling, and fold. Cut into small squares (about 2 inches). Place squares in coated muffin tins, with layers facing up. Let rise until almost doubled in bulk, 12 to 15 minutes.
4. Bake until golden, about 15 minutes. Remove from oven; let rest 1 minute in tin, then transfer rolls to a cooling rack.
5. Make a thick icing by whisking together remaining 2 cups confectioners' sugar and the juice. Drizzle over cooled rolls. Serve.