Divide flour into 2 portions (2 1/4 cups and the remaining 1/2 cup set aside). In a large bowl, toss the 2 and 1/4 cups flour, sugar, salt and yeast together until evenly mixed.
In the microwave, heat water, milk and butter together until butter is melted. Add the butter mixture to the flour mixture and stir together. Add the egg and enough of the remaining 1/2 cup flour to make a soft, elastic dough.
Knead the dough for 3 minutes on a lightly floured counter. Form the dough into a ball and place in a greased bowl. Cover with plastic wrap and let it rest for 30 minutes.
Roll the dough out in a 15x12-inch rectangle. Spread the butter over top. Mix together the cinnamon, sugar and zest and sprinkle it over the dough. Spray a 9-inch round pan with nonstick spray.
Use a pizza cutter to trim the dough into six 2-inch wide strips. Roll up one of the strips (loosely since it will rise and expand) and place it in the center of the pan. Roll the remaining strips around the center roll, starting each strip at the end of the previous one to make one giant coil.
Cover the cake with aluminum foil and let rise in a warm area for at least an hour and up to an hour and a half.
When the dough has nearly doubled in size, preheat oven to 350°F Bake for 30-35 minutes until lightly browned.
After removing from oven, allow the giant cinnamon roll to cool for a few minutes.
Just before serving, make the glaze: Whisk together the powdered sugar and blood orange juice to make a thick but pourable glaze. Stir in the zest and drizzle the giant cinnamon roll heavily with glaze.