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For the dough:
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In a small saucepan over medium-low heat, heat milk and butter until butter is just melted. Remove from heat and cool slightly.
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Meanwhile, in a large bowl or in the bowl of a stand mixer, whisk together flour, sugar and yeast.
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Whisk water, eggs and vanilla into the milk mixture until combined. Pour this over the flour mixture. Add salt. Stir until a dough forms.
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Knead dough by hand on a lightly floured surface for 5 to 6 minutes, adding more flour as needed until dough is smooth and elastic. Or you can knead dough with dough hook attachment in the bowl of a stand mixer for 3 to 4 minutes, adding more flour as needed until dough is smooth and elastic.
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Transfer dough to a lightly greased bowl and turn dough to coat. Cover bowl with plastic wrap and let dough rise in a warm place for 1 to 2 hours until doubled. Punch down dough. Chill in fridge overnight, covered.
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The next morning, make the filling: Combine sugar, lemon zest, orange zest and poppy seeds in a small bowl. Grease a 9-inch springform pan and line the bottom with parchment paper.
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Roll out dough on a lightly floured surface to a 20-by-10-inch rectangle. Brush with melted butter, then sprinkle filling on top. Roll up the dough starting from the long end, rolling it tightly into a log. Slice the log into 12 equal rolls.
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Place the rolls evenly, cut-side up, in prepared pan. Cover with plastic wrap and let rolls rise 1 to 11/2 hours until doubled.
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Heat oven to 350 F. Put pan into the hot oven. Bake rolls for 30 to 35 minutes until golden brown. Remove pan from oven and transfer to a wire rack. Let rolls cool 10 minutes.
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In a small bowl whisk together glaze ingredients and drizzle over warm rolls. Serve rolls warm or room temperature.
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Recipe adapted from Simmer Boston.