To make the dough, in the bowl of a stand mixer, whisk to combine milk, melted butter, eggs, egg yolk, sugar, salt, black pepper and yeast. Add the flour and place on a mixer with dough hook attached. Mix on low for about 5 minutes until dough is smooth and elastic.
Coat a large bowl lightly with olive oil. Transfer dough to bowl, cover with plastic wrap and place in a warm draft-free place to rise until doubled, about 1 1/2 to 2 hours.
Preheat oven to 350 degrees F. Coat a 13x9 inch baking pan with olive oil. In a medium bowl, whisk to combine olive oil, lime juice, orange juice, honey, cumin, salt and chopped garlic.
Dust counter liberally with flour and roll dough out into a large rectangle, about 16x12. The longest edge should be parallel with the edge of the counter.
Use a brush or spoon to spread the honey mustard to cover dough. Place a layer of cheese over the mustard, then ham, then pulled pork. Drizzle with lime and orange vinaigrette then top with shredded mozzarella cheese and cilantro. Lay pickles horizontally, parallel to the long edge of the dough to make rolling possible.
Roll dough into a log, then cut into 12 rounds. Place rolls, cut sides down, in prepared baking dish. Cover and let rise for 45 minutes.
Uncover rolls, brush with egg wash and bake for 30-35 minutes.
Top with chopped pickles, cilantro leaves and serve with a side of honey mustard.