Directions

1. For the dough: Sprinkle the active dry yeast over 1 1/4 cups warm water. Allow it to sit until it becomes creamy and starts to bubble, about 2 minutes.
2. Meanwhile, in the bowl of an electric mixer, combine the flour, granulated sugar, salt and anise. Stir together with a rubber spatula. Whisk together the melted butter, heavy cream, vanilla and egg yolks in a separate bowl. Add the wet ingredients and the active yeast to the dry ingredients. Using a rubber spatula, stir together to form a rough dough. Place the bowl on the mixer with a dough hook and knead until the dough pulls away from the sides but is still soft and silky, about 10 minutes. Cover with plastic wrap and set aside to double in size, about 1 hour.
3. For the filling: Mix together the brown sugar, orange zest, lemon zest, anise, cinnamon and salt in a bowl. Dust the counter lightly with flour. Pour the dough out onto the counter and dust the top of the dough with more flour. Gently, roll the dough into a rectangle about 22 by 15 inches and a 1/3 inch thick. Spread the softened butter evenly over the dough, leaving a 1/4-inch border around the edge. Sprinkle evenly with the brown sugar mixture. Starting at the end closest to you, begin rolling the dough away from you. Moisten the far edge with a little water and seal. You should have a log that looks like a pinwheel on the sides. Cut the log into twelve 2-inch rolls.
4. Butter the inside of a 9-by-13-inch glass baking dish. Place the rolls in the pan and allow to double in size, about 30 minutes.
5. Preheat the oven to 350 degrees F.
6. Bake the rolls until golden brown and puffed, 30 to 35 minutes. Allow to cool slightly while preparing the glaze.
7. For the glaze: Whisk together the powdered sugar and orange juice in a small bowl. Drizzle the glaze over the rolls and serve warm.