Orange Rolls

I found this recipe on allrecipes.com. They turned out really good.

INGREDIENTS
1 (.25 ounce) package active dry yeast
1/4 cup warm water (105 degrees to 115 degrees)
1 cup warm milk (110 to 115 degrees F)
1/4 cup shortening
1/4 cup sugar
1 teaspoon salt
1 egg, lightly beaten
3 3/4 cups all-purpose flour
FILLING:
1 cup sugar
1/2 cup butter or margarine, softened
2 tablespoons grated orange peel


DIRECTIONS
In a small bowl, dissolve yeast in water. In a large mixing bowl, mix milk, shortening, sugar, salt and egg. Add yeast mixture and blend. Stir in enough flour to form a soft dough. Knead on a lightly floured surface until smooth and elastic, about 6-8 minutes. Place in a greased bowl, turning once to grease top. Cover and let rise in a warm place until doubled, about 1 hour. Punch dough down; divide in half. Roll each half into a 15-in. x 10-in. rectangle. Mix filling ingredients until smooth. Spread half the filling on each rectangle. Roll up, jelly-roll style, starting with a long end. Cut each into 15 rolls. Place in two greased 11-in x 7-in. x 2-in. baking pans. Cover and let rise until doubled, about 45 minutes. Bake at 375 degrees F for 20-25 minutes or until lightly browned.

For Topping:
1 (8 ounce) package reduced-fat cream cheese, softened
3 tablespoons sugar
2 teaspoons vanilla extract
1 teaspoon grated orange peel

Mix together until smooth