Add the active yeast into the cup of HOT water, and let it sit for 5 minutes.
In a large bowl add the all purpose flour, the tsp of salt, 2/3 cup sugar. Whisk all the ingredients.
Add in the shortening, egg, hot water/yeast mix, and hot milk. Mix the dough.
On a floured surface knead the dough for about 10 minutes. The dough will be soft.
Let the dough rest in a covered container for at least one hour or until the dough doubles in size.
Flatten the dough on a flat flour surface.
Brush on 1/4 cup of butter, then sprinkle on the sugar, next add the orange zest.
Roll the dough like a pinwheel.
Cut the dough into 1 1/2 inch wide sections.
Place the rolls into a buttered bake pan, and cover.
Let the rolls sit for about 45 minutes or until they almost double in size.
Preheat the oven on 375 F.
Bake the rolls for about 20 minutes, and remove from the oven. Brush a little butter onto the rolls, then place back into the oven for 5-7 minutes.
In a large mixing bowl add the softened cream cheese, and softened 1/4 cup butter. Mix.
Add the confectioners sugar, and mix until smooth.
Next add in the orange juice and the vanilla extract, and mix.
Remove the rolls from the oven, and let cool.
Frost the rolls, and serve!