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1
In the bowl of an electric mixer with a bread hook, combine the warm water, yeast, and sugar, and allow to stand for 5 minutes to let the yeast foam.
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2
Add the salt and half of the flour. Turn the mixer on low, and continue to add the rest of the flour allowing the mixer to mix it all together. When the dough has come together in a shaggy ball (this may take slightly more or less flour-err on the side of a slightly sticky dough to keep it from being tough), pour in the olive oil in a drizzle as the dough hook keeps stirring.
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3
On a medium-low speed, let the dough knead for 4 to 5 minutes. (All of this mixing and kneading can also be done by hand.) When the dough is smooth and satiny, gather it together and turn it into a deep, oiled bowl. Cover the bowl with plastic wrap or a damp, clean kitchen towel, and put somewhere warm to rise until doubled in volume (mine took about 90 minutes, but my apartment is a bit chilly).
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4
While the dough rises, make the filling. Combine the cup of sugar with the orange zest. Allow to sit for a couple of minutes while the zest releases its oil into the sugar. Then, rub it together until well mixed and slightly moist. Next combine the orange and lemon juice and stir it into the sugar a bit at a time until you have a thick mixture about the consistency of wet sand (you may not use all of the juice). Set aside.
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5
Butter a 9- by 13-inch baking pan. When the dough had risen, punch it down and turn it out onto a lightly floured surface. Roll it out into a large rectangle that is a bit under 1/2-inch thick.
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6
Spread the filling mixture onto the dough, leaving a 1/2-inch border empty along one of the long ends. Roll the dough up tightly like a jelly roll starting at the long end without the border. Slice into either 12 or 18 equal slices.
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7
Pinch one of the cut sides of each slice closed as much as possible, to help keep the filling in (it will leak out some anyway, but it will work out fine). Then fit the slices into the buttered pan, with the pinched sides down and the un-pinched cut sides up. Cover and allow to rise for another 45 minutes to an hour, until puffed. You can also put the rolls in the refrigerator at this point and let them slow rise over night and bake them in the morning. If you refrigerate them, just let them stand at room temperature for about 15 to 20 minutes before putting them in the oven.
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8
When ready to bake, heat your oven to 350u00b0 F. Bake the rolls for 35 to 40 minutes, until the rolls are nicely browned on top and baked through. Then remove from the oven.
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9
While the buns are baking, make the glaze by whisking the buttermilk into the confectioners' sugar bit by bit until it is the consistency that is thick but pourable. When the buns are finished baking, spread the glaze on the warm buns. Serve warm, preferably with some espresso or strong coffee, and moist napkins for cleaning off your deliciously sticky fingers.
