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Step 1
Heat milk in a small saucepan over medium or in a microwave until an instant-read thermometer registers 110°–115°. Transfer milk to a 2-cup measuring cup; stir in 1 Tbsp. sugar. Sprinkle yeast over milk and whisk to blend. Let sit until yeast is foamy, about 5 minutes. Add eggs; whisk until smooth. Combine flour, salt, and remaining 4 Tbsp. sugar in the bowl of a stand mixer fitted with a dough hook. Add milk mixture. With mixer running, add ½ cup room-temperature butter, 1 piece at a time, blending well between additions. Mix on medium speed 1 minute. Knead on medium-high speed until dough is soft and silky, about 5 minutes.
Step 2
Brush a medium bowl with about 1 tsp. melted butter; place dough in bowl. Brush top of dough with remaining melted butter; cover with plastic wrap.
Step 3
Let dough rise in a warm, draft-free area until doubled in size, 1–1½ hours.
Step 4
Chill dough 2 hours.
Step 5
Do Ahead: Dough, before first rise, can be made 1 day ahead. Cover with plastic; chill. Let rise in a warm, draft-free area until doubled in size, 2–2½ hours.
Step 6
Preheat oven to 350°. Spread nuts on a rimmed baking sheet. Toast until fragrant and slightly darkened, 10–12 minutes. Let cool completely. Set 1¼ cups nuts aside for buns.
Step 7
Melt butter in a small heavy saucepan over medium heat. Stir in brown sugar, cream, honey, salt, and orange zest, if using. Bring to a boil, reduce heat to medium, and simmer until glaze is golden brown and glossy, 3–4 minutes. Pour 1 cup glaze into baking pan, tilting to coat bottom and sides. Set aside remaining glaze. Sprinkle ½ cup toasted pecans over bottom of baking pan and let cool.
Step 8
Using an electric mixer on medium speed, beat butter, sugar, cinnamon, nutmeg, and kosher salt in a medium bowl until light and fluffy, 2–3 minutes. Set filling aside.
Step 9
Roll out dough on a lightly floured work surface into a 12x16" rectangle about ¼" thick. Arrange dough on work surface so 1 long side faces you. Spread cinnamon-sugar mixture over dough, leaving a 1" border on the side farthest from you.
Step 10
Sprinkle ¾ cup chopped pecans over cinnamon-sugar mixture. Beginning with the long edge closest to you, roll dough into a log, tightening as you roll and patting in ends if they begin to taper. Pinch together the seam where the long side meets the roll to seal. Arrange log seam side down.
Step 11
Using a large knife, cut log crosswise into 9 pieces (lightly flour knife between slices if dough is too sticky). Turn buns cut side up and gently pat top to flatten slightly. If needed, reshape to form round edges by cupping lightly floured hands around each bun and gently pushing and turning them in a circular motion. Transfer buns to prepared pan, spacing evenly apart (buns should not touch each other).
Step 12
Loosely cover pan with plastic wrap or a kitchen towel. Let buns rise in a warm, draft-free area until doubled in size, 45 minutes–1 hour, or 1½–2 hours if dough has been chilled overnight.
Step 13
Arrange a rack in middle of oven; preheat to 350°. Whisk egg with ½ tsp. water in a small bowl. Brush tops of buns with egg wash. Bake, rotating pan halfway through and tenting with foil if browning too quickly, until buns are golden brown, filling is bubbling, and an instant-read thermometer inserted into center of buns registers 185°, about 50 minutes. Let cool 5 minutes. Spoon remaining glaze over. Sprinkle ½ cup pecans over. Let cool in pan on a wire rack.
Step 14
Lightly sprinkle sea salt over. Serve buns warm or at room temperature.