Step 1

For the dough: Gently warm the almond milk, orange zest and juice, butter, granulated sugar and salt in a medium saucepan over medium-low heat, stirring, until the butter has melted. The temperature of the mixture should be no more than 110 degrees.

Step 2

Combine half the flour (1 3/4 cups) and the yeast in the bowl of a stand mixer or handheld electric mixer, stirring with a spoon just to incorporate. Add the warmed milk mixture and beat on low speed, and then add the egg, scraping down the sides of the bowl, as needed. Increase the speed to high; beat for 2 to 3 minutes, until smooth, then stop to add the remaining flour. Beat on low speed just until the dough forms a smooth ball and pulls away from the sides of the bowl. (You can add more flour, 1/4 cup at a time, if needed to form a smooth but still slightly sticky dough.)

Step 3

Lightly flour a work surface. Use cooking oil spray to grease a large mixing bowl. Shape the dough into a ball and place it in the bowl. Cover and let rise in a warm, draft-free place until doubled in size, about 1 1/2 hours. Turn out onto the floured surface and punch down the dough, then cover and let it rest for 10 minutes.

Step 4

While the dough is resting, make the filling: Use a fork to whisk together the marmalade and melted butter in a small bowl, and the granulated sugar, nutmeg and cinnamon in a separate small bowl. Use cooking oil spray to grease the 8-inch round cake pans or the 9-by-13-inch baking pan.

Step 5

Roll out the dough into a large rectangle, about 14 by 10 inches, with a long edge parallel to the edge of the counter. Brush the marmalade mixture all over the surface of the dough, then sprinkle the surface evenly with the sugar mixture. Starting with the long edge closest to you, roll the dough like a jelly roll — you want to create a nice firm roll, but not so tight that the filling squeezes out. Cut into 14 to 16 equal slices (if you want smaller rolls, cut into 24 slices), a little over an inch wide, and place, cut sides down, into the pan(s).

Step 6

For a long, refrigerated rise, cover the pan(s) with plastic wrap and chill for up to 16 hours. Then let rise in a warm place for about 1 1/2 hours. If you prefer to bake on the same day, you can let the dough rise until it has doubled, about 45 minutes. If you want to freeze for later, then wrap the cut rolls tightly and freeze for up to 4 weeks; when you are ready to bake, let them defrost and rise, about 4 to 6 hours, in a warm place.

Step 7

For the glaze: Whisk together the confectioners' sugar, orange juice and vanilla extract until smooth.

Step 8

When ready to bake, preheat the oven to 375 degrees. Uncover and bake (middle rack) for 20 minutes, until risen and golden. Transfer to a wire rack to cool (in the pan) for 5 minutes, then pour the glaze evenly over the top of the warm rolls. Serve right away.