Brush the centre 4-inch strip with beaten egg/water mixture. Sprinkle 1/2 of the sugar/orange mixture evenly over that same strip. Fold the left 4-inch strip over the centre strip. Brush top-side of that strip with beaten egg/water mixture and sprinkle remaining orange/sugar mixture evenly over top. Fold right strip of dough over-top and gently pinch together the left edge and the dough to seal. Using a rolling pin, gently roll the dough lengthwise, just to embed the sugar. Do not throw out additional egg/water mixture. Save it to brush rolls before baking!
You should now have a 4-inch x 14-inch piece of dough with two sugar/orange layers inside. Transfer dough to a parchment-lined baking sheet and place in the freezer until firm but not hard, about 10-15 minutes.
Remove dough from baking sheet, setting baking sheet with parchment paper aside to use later. Place the dough horizontally on a work surface suitable for cutting. Cut about 1-inch from each end of the dough, to make the dough piece 4-inches wide x 12-inches long. Using the edge of a knife, mark every one inch along the 12-inch length of the dough. Go back and cut dough along the marked lines, making 12 pieces. Take one piece of dough and holding one end in each hand, twist twice by rotating your hands in opposite directions, while stretching slightly. Place each twist onto parchment-lined baking sheet, allowing about 1-inch in between.** When all twists have been made, cover pan loosely with plastic wrap and allow to rise until doubled in size.
Preheat oven to 375° F. When bun have risen, remove plastic wrap and gently brush dough part of buns with left-over egg/water mixture. Place into pre-heated oven and bake until golden brown, about 22-28 minutes.
While buns are baking, mix glaze by combining icing sugar and orange juice. Add a bit more orange juice, as needed to create a thin icing.
As soon as buns are removed from the oven, remove buns to a cooling rack placed over parchment paper. Brush rolls generously with prepared orange glaze. Allow to cool on rack.
These buns freeze well! Defrost covered loosely with plastic wrap, at room temperature.
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