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1
Start with the roux by whisking together water, 3 tablespoons milk, and 2 tablespoons all-purpose flour in a small saucepan, cooking until a thick paste forms. Remove it from the heat and transfer to a mixing bowl (or the bowl of a stand mixer) to cool.
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2
Once the roux has cooled, mix in the fresh grated orange zest, 1/4 cup freshly squeezed orange juice, 1/4 cup whole milk, and beaten egg.
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3
In a separate bowl, combine 2 1/2 cups all-purpose flour, dry whole milk powder, sugar, 1 teaspoon salt, and instant yeast.
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4
Mix the dry ingredients into the wet ingredients until a rough dough forms, then dump it onto a floured work surface (or continue in the stand mixer). Knead in the 4 tablespoons of softened unsalted butter, one tablespoon at a time, and continue kneading until the dough is smooth and elastic. It will be somewhat sticky. Form it into a ball, place it into a bowl, cover, and let it rest 1 hour to rise.
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5
Meanwhile, prep the filling by stirring together the 2 tablespoons of softened unsalted butter, brown sugar, ground cinnamon, Chinese five spice powder, and 1/4 teaspoon salt.
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6
Once the dough has approximately doubled, deflate it and transfer it onto an oiled work surface and, with oiled hands or a flour-dusted rolling pin, gently press or roll the dough into a roughly 6-inch by 20-inch rectangle.
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7
Spread on the filling in an even layer, leaving about a half-inch margin along the edges. Starting from one of the longer sides, roll up the dough so you have a 20-inch-long log, and cut it carefully into 12 equal pieces. Arrange them side-by-side, cut side up, in a greased baking dish (gently fixing their shape if it was warped when cutting). Cover the dish, and let the rolls rest and rise for 25-30 min until puffed up.
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8
Meanwhile preheat the oven to 350 degrees F and prepare the glaze by stirring the 2 teaspoons freshly squeezed orange juice with the lemon juice and sweetened condensed milk. Refrigerate glaze until use.
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9
Once risen, bake the rolls for 30 min or until they are golden and spring back when touched. Let them cool slightly, and drizzle the glaze over top before serving.