In a large bowl or in a bowl of a stand mixer, place flour, sugar, yeast, salt and stir. Make a well and add milk, honey, egg, vanilla extract, oil and orange/lemon zest. Mix until dough is formed. Knead the dough for 7-8 minutes, until smooth, soft and elastic.Place the dough in a lightly greased bowl, cover and let rise until doubled in size, about 1 hour.Divide the dough into 12 pieces (80g), roll each piece into a ball. Arrange the balls on a baking tray lined with parchment paper, leaving space between them to rise. Cover with a clean towel and let rise until doubled in size, about 1 hour.Preheat oven to 350F (180C).In a small bowl whisk 1 egg with 1 tablespoon of milk. Brush each bun with the egg wash.Bake the buns for 15 minutes, Until golden.Allow to cool completely.Make the cream: in a large bowl whip heavy cream, vanilla extract and powdered sugar. Whip until stiff peaks form. Transfer to a piping bag.Slice each bun across the top, without cutting the base. Fill each bun with the cream and smooth it out with a spatula.Top each bun with powdered sugar and serve.