Measure DOUGH ingredients. In large mixer bowl, combine 1 cup flour, yeast, 1/4 cup sugar, 1 teaspoon grated orange rind and salt; mix well. Heat milk, water and 1/4 cup butter until very warm (120º-130º F; butter does not need to melt). Add to flour mixture. Blend at low speed until moistened; add egg and beat 3 minutes at medium speed. By hand, gradually stir in enough remaining flour to make a soft dough. Knead on floured surface 3 to 5 minutes. Cover and let rise until dough tests ripe. *

While letting dough rise, prepare filling (see next step).


*RIPE TEST
To check if dough has risen sufficiently, gently stick two fingers into the risen dough up to the second knuckle and take them out. If the indentation remains, the dough is "ripe" and ready for punch down. If not, cover and let rise longer.