Sprinkle 1 tablespoon white sugar and the yeast over the warm milk and warm water in a bowl. Let stand until the yeast softens and begins to form a creamy foam, about 5 minutes. Mix in the egg, 1/2 cup orange juice, melted butter, vanilla pudding mix and 1 tablespoon orange essence. Stir in 5 cups high grade flour and salt. Add more flour if the dough is too sticky. When the dough has pulled together, turn it out onto a lightly floured surface then knead until smooth and elastic, 8 to 10 minutes.
Place the dough in an oiled bowl then cover with a clean tea towel. Allow the dough to rise in a warm place until doubled in size, about 1 1/2 hours.
Combine 125g softened butter with the orange zest and 1 teaspoon orange essence in a small bowl until smooth. Set aside. Grease a baking tray or cover with baking paper.
Turn the dough out on a floured surface and roll out into a 60x30cm rectangle. Spread the butter mixture evenly over the dough then sprinkle with 3/4 cup white sugar. Roll up the dough, beginning with the long side. Cut the dough into 18 4cm rolls. Arrange the rolls cut-side up on prepared baking tray. Cover with cling wrap and refrigerate overnight.
Preheat oven to 180 degrees C.
Remove the cling wrap from the rolls and allow them to rise in a warm place for 30 minutes.
Bake in the preheated oven until golden brown, 25 to 30 minutes. Allow rolls to cool slightly before icing.
While the rolls are baking, cream together the cream cheese and 125g softened butter until smooth. Stir in the icing sugar and 2 teaspoons orange essence. Stir in milk a little at a time, until icing is smooth. Ice the slightly cooled rolls.
If you do not want to make the rolls overnight after rolling and slicing, cover with tea towel then let rise until doubled then bake.