1. Combine flour, sugar, yeast and salt in a large zipper lock bag. Add butter to bag, seal and shake to coat. Press air out of the bag and reseal. Roll over bag several times with rolling pin, shaking bag after each roll, until butter is pressed into large flakes. Transfer the mixture to a large bowl and stir in sour cream, orange juice, water, and egg yolk until combined.
2. Turn dough onto floured surface and knead briefly to form smooth, cohesive ball. Roll dough into 20 by 12 inch rectangle. Starting at short edge, roll dough into tight cylinder. pat cylinder flat to 12 by 4 inch rectangle and transfer to parchment lined rimmed baking sheet. Cover with plastic wrap and freeze for 15 minutes.
3. Line 12 cup muffin tin with foil liners and grease liners with cooking spray. Combine granulated sugar, brown sugar, orange zest, cinnamon and vanilla in a medium bowl.
4. Remove dough from freezer and place on lightly floured surface. Roll dough into 20 by 12 inch rectangle and sprinkle evenly with filling, leaving 1/2 inch border around edges. Staring at the long edge, roll dough into tight cylinder and pinch lightly to seal seams. trim 1/2 inch dough from each end and discard. Cut cylinder into 12 pieces and transfer, cut side up to prepared muffin cups. Cover loosely with plastic and refrigerate at least 4 hours or up to 24 hours.
5. Adjust oven rack to middle position and heat oven to 200 degrees. When oven reaches 200 degrees, turn it off. Add 8x8 pan onto lower rack and fill with boiling water. Remove buns from refrigerator and discard plastic. Place buns in turned-off oven until puffed and doubled in size, about 20 to 30 minutes. Remove buns & water pan from oven and heat oven to 425 degrees. Bake until buns being to rise, about 5 minutes, then reduce oven temperature to 325 degrees. Bake until deep golden brown, 40 to 50 minutes. Cool buns in tins for 5 minutes, then transfer to wire rack and discard liners. Serve warm.
*To make ahead, Cooks country says to transfer filled muffin tin to freezer until buns are firm, about 30 minutes. Transfer buns with liners to zipper lock bag and freeze for up to 1 month. To finish, return buns to muffin tin and refrigerate for at least 8 hours or up to 24 hours. Proceed with step 4.