In a large glass measuring cup (see note), heat milk, 1 stick of butter, and the honey in the microwave until melted and just starting to boil about 3 minutes. Set aside to cool.
In a large mixing bowl, whisk together 8 cups of the flour, salt, and yeast.
Add the cooled milk mixture, water (see note), and the egg to the dry ingredients.
Stir well, until almost totally combined.
Add the last cup or two of flour (see note) - the dough should be slightly sticky and difficult to stir.
In the same bowl, proof the dough until doubled, about an hour.
While dough is proofing, combine butter, orange zest, and nutmeg until it is a smooth an homogenous mixture.
After the dough has doubled in size, turn it out onto a well-floured surface and divide it into 2 equal pieces.
Roll out one piece or dough, and spread with half of the orange butter mixture, half of the orange marmalade, and 1/4 cup of sugar.
Gently roll up the dough, like you would for cinnamon rolls. Slice into 20 rolls and place them on a sheet tray to rise.
Repeat the previous 2 steps with the second piece of dough.
Proof until the rolls are doubled again, about 45-60 minutes.
Bake at 350 degrees for about 15 minutes or until golden brown on the top.
If you want to bake these in advance (like for a holiday) and then heat them up the day you need them, bake them a few minutes shy of being done and then finish them off the day you want to serve them.
Heating the milk, butter, and honey until just boiling is called scalding. This can be done in a pan on the stovetop but is also easily done in a large (4-cup) glass measuring cup in the microwave. I will often add the 2 cups of water (room temperature) to the milk mixture to help it cool off more quickly. The exact amount of flour you will need for this recipe (or any baking recipe) can vary by as much as a cup. This is due to altitude, humidity, and weather. I live in an arid high-desert mountain climate, so often my readers need to add additional flour if they live at a lower elevation with more humidity.