In a small bowl, dissolve yeast in warm water. Set aside. In a large bowl mix milk, sugar, melted butter, salt and egg. Add 2 c flour and mix until smooth. Add yeast mixture; mix. Add remaining flour and mix with a dough hook until smooth. Knead on a lightly floured surface 5 to 10 minutes. Place in a well greased bowl, covered and in a warm area. Allow to double in size. 2 ½ hours.
When double in size, punch down dough. Roll out onto a floured surface. Roll into a 15 x 9 inch rectangle. Spread butter over dough Spread marmalade over butter. Cover with brown sugar. Beginning on the long side (15 inch) begin rolling, pinch dough to seal. Cut into 16 slices.
Allow rolls to rise 45 to 60 minutes or until they almost double in size.
Heat oven to 350 degrees. Spray bottom of 2 8x8 inch pan or 8 inch round pan with non- stick spray.Place rolls close together in the pan. Let rise until dough has doubled. About 45 minutes. Bake 20 minutes or until browned.
Mix butter, sugar, milk orange juice and salt together. Stir until smooth. Pour over warm rolls. Serve immediately