In the bowl of a stand mixer with paddle attachment, combine 2 cups flour, sugar, salt, orange zest, and yeast. Mix well.

Heat milk and butter in a small saucepan until mixture reaches 120°F-130°F.

Add the warm milk and butter mixture to the flour mixture. Mix at low speed, then increase to medium for 3 minutes.

Remove bowl from mixer and stir in remaining flour by hand until a stiff dough forms.

Place dough in a greased bowl, cover, and let rise in a warm place until doubled, about 35-50 minutes.

In a small bowl, combine confectioners' sugar, butter, and walnuts; mix until combined.

Preheat oven to 375°F. Line baking sheets with parchment paper.

Punch down the dough. Roll into a rectangle approximately 14x20 inches. Spread filling over half, fold, and cut into 16 strips.

Twist each strip, coil around the center to form a spiral, tuck ends underneath, and place on baking sheet.

Cover and let rise until doubled, about 45-50 minutes.

Brush with beaten egg and bake for 18-20 minutes.

Mix confectioners' sugar with orange juice to make glaze; drizzle over warm pastries.