For dough: In a small bowl, stir together warm milk, 1 tablespoon (12 grams) granulated sugar, and yeast. Let stand until foamy, about 5 minutes.
In the bowl of a stand mixer, whisk together 2 cups (250 grams) flour, salt, and remaining 4 tablespoons (48 grams) sugar. Add yeast mixture, eggs, butter, and extracts; using the paddle attachment, beat at low speed until combined, about 1 minute. With mixer on low speed, slowly add remaining 21⁄3 cups (292 grams) flour, beating until a shaggy dough forms. Scrape sides of bowl.
Switch to the dough hook attachment. Beat at medium-low speed until dough becomes smooth, elastic, and slightly tacky, 10 to 12 minutes. Turn out dough onto a very lightly floured surface, and knead 5 to 8 times. Shape dough into a smooth round.
Lightly oil a large bowl. Place dough in bowl, turning to grease top. Cover and let rise in a warm, draft-free place (75°F/24°C) until doubled in size, 45 minutes to 1 hour.
Punch down dough, and flatten into a 1-inch-thick rectangle. Place on a parchment paper-lined baking sheet, and cover with plastic wrap. Refrigerate for at least 1 hour or up to overnight. Let stand at room temperature for 30 minutes before shaping.
For filling: In a medium bowl, stir together Frangipane and orange zest.
Spray a 13x9-inch baking pan with baking spray with flour. Line bottom of pan with parchment paper, letting excess extend over long sides of pan.
Turn out dough onto a lightly floured surface, and roll into an 18x12-inch rectangle. Spread filling onto dough, leaving a 1⁄4-inch border on one long side. Starting with long side opposite border, roll dough into a 19-inch log. Trim 1⁄2 inch from each end. Cut into 12 slices (about 11⁄2 inches each). Place, cut side down, in prepared pan. Cover and let rise in a warm, draft-free place (75°F/24°C) until doubled in size, 45 minutes to 1 hour.
Preheat oven to 350°F (180°C).
Pour cream over rolls.
Bake until golden, 35 to 40 minutes. Let cool for at least 10 minutes.
For glaze: In another small bowl, whisk together confectioners’ sugar, orange zest, 3 tablespoons (45 grams) orange juice, and vanilla; whisk in up to remaining 1⁄2 tablespoon (7.5 grams) orange juice until desired consistency is reached. Spoon glaze on top of rolls. Serve warm or at room temperature. Store in an airtight container for up to 3 days.