Gather two 9" loaf pans; grease.
Into large bowl of stand mixer, measure 2 cups flour. Add yeast, 1/2 cup sugar, and salt. Pour in warm milk and mix until it is a thin batter. Add butter, grated orange peel, orange juice, and egg.
Add flour, 1/4 cup at a time, stirring after each addition. Dough will become a rough shaggy mass. Use a dough hook when dough becomes thick.
Knead for 8 minutes. Add a small amount of additional flour if dough becomes sticky.
Spray a large bowl with canola oil. Turn dough into bowl and rotate so grease covers all sides. Cover tightly with plastic wrap and set aside to rise until doubled, about 1/2 hour.
Punch down dough. Turn onto floured work surface and divide into 2 even balls. Cover with wax paper; let rest 10 minutes.
Roll each ball into a 15" x 7" rectangle, approximately 1/2" thick. Combine the cinnamon and sugar; spread evenly over dough. Roll from narrow side. Seal edges by pinching along seams. Tuck in ends and place seam-side down in pans.
Place oven rack in center and preheat oven to 375 degrees F.
Cover pans with wax paper, let stand until doubled, about 25 minutes.
Place pans in oven; bake for 10 minutes. Reduce heat to 325 degrees F; bake 30 minutes more, until loaves are nicely browned. Remove from oven, turn onto cooling rack.
Blend glaze ingredients together, adding enough orange juice so mixture spreads easily. When the loaves have cooled, spread over the top of the bread.