Combine warm milk, yeast, and sugar in a small bowl. Let sit until yeast becomes foamy. Add mixture to the bowl of a stand mixer. Continue to add eggs, sugar, melted butter, vanilla extract, orange zest, bread flour, and kosher salt. Attach the dough hook and knead dough in the mixer for 10 minutes.
Add dough to a large well oiled bowl. Cover with plastic wrap and allow the dough to rise for about 1 ½ hours, until the dough has doubled in size. While the dough is rising, prepare the cranberry filling and allow it to cool completely before using.
Remove dough from the bowl onto a well floured work surface and using a dough roller, roll out into a 12x18 rectangle, cutting off any excess dough. Spread the cranberry filling so that all of the dough is covered. Roll the dough, lengthwise, into a log.
Preheat oven to 350 degrees F. Using a serrated knife, cut 1 inch pieces and place in a Calphalon Nonstick 9-inch cake pan. Cover with a towel and allow the rolls to rise again for 20-30 minutes, until puffy. Bake for 25-30 minutes.
To make the orange icing, combine the powdered sugar, orange juice, melted butter, and orange zest. Whisk together until smooth and combined.