In a large mixing bowl, dissolve yeast in warm water. Add the milk, shortening, eggs, sugar, orange juice, orange peel, salt and 3 cups flour; beat until smooth. Stir in enough remaining flour to form a soft dough.
Turn onto a floured surface; knead until smooth and elastic, about 6-8 minutes. Place in a greased bowl, turning once to grease top. Cover; let rise in a warm place until doubled; about 1 hour.
Punch dough down; turn on a lightly floured surface. Divide into 13 pieces. Shape 12 pieces into 12-in. ropes. Fold each in half; twist top half of the open and twice to form ears. Place 2 inches apart on greased baking sheets. Shape remaining dough into 12 balls. Place one on the loop end of each roll to form a tail; press into dough. cover and let rise until doubled, about 30 minutes.
Bake at 375° for 12-15 minutes or until golden brown. Cool on wire racks. In a small mixing bowl, combine the glaze ingredients; beat until blended. Spread over rolls.