In the bowl of a stand mixer with paddle attachment, combine 2 cups of flour, sugar, salt, orange zest, and yeast. Mix well.

Heat milk and butter in a small saucepan until reaches 120°F-130°F.

Pour the warm milk mixture into the flour mixture, mix on low until moistened, then increase to medium and mix for 3 minutes.

Remove the bowl from the mixer and stir in remaining flour to form a stiff dough.

Place dough in a greased bowl, cover with plastic wrap and a towel, and let rise until doubled, about 35-50 minutes.

Mix confectioners' sugar, butter, and walnuts until combined for the filling.

Preheat oven to 375°F. Line baking sheets with parchment paper.

Punch down the dough and roll into a rectangle about 14x20 inches.

Spread filling over half of the rectangle, fold over, and cut into 16 strips.

Twist each strip 4-5 times, coil around center, and tuck ends under. Place on prepared baking sheet.

Cover rolls and let rise until doubled, about 45-50 minutes.

Brush with beaten egg and bake for 18-20 minutes.

Mix confectioners' sugar and orange juice to make glaze. Drizzle over warm pastries.