3. With a fork (if working by hand), or using a dough hook, work half of the flour/sugar mixture into the activated yeast, then add the shortening and egg until combined. Slowly add in the remaining flour/sugar mixture (the mixture will at first be stringy, then very sticky as the flour is absorbed). Stir in the salt.
5. Heat the oven to 400 degrees. On a well-floured surface, roll the dough into a rectangle measuring 24 inches by 10 inches.
6. In a small bowl, combine the remaining one-third cup sugar with the orange zest.
7. Brush the dough with the softened butter, then sprinkle over the orange sugar mixture.
8. Roll the rectangle lengthwise into a tight tube (as when rolling cinnamon rolls). Cut the tube into 24 (1-inch) slices, using thread if possible (the thread will slice more easily and cleanly than a knife). Roll the tube one-quarter turn after each slice to keep the tube round; otherwise, it will flatten from all the slicing.
9. Place each of the slices into a well-greased muffin tin (the tins must be well-greased or the finished rolls will stick to the bottom). Cover loosely and set aside until the rolls double in size.
10. Bake the muffin trays 1 at a time, until the rolls are puffed and golden brown, about 8 to 10 minutes. Rotate the trays halfway through for even baking.
11. Cool the rolls slightly, then unmold. Serve warm.
Each roll: 126 calories; 2 grams protein; 22 grams carbohydrates; 1 gram fiber; 3 grams fat; 1 gram saturated fat; 13 mg. cholesterol; 10 grams sugar; 101 mg. sodium.