Scalded milk: Place milk into small saucepan over medium-high heat. Test the temperature of the milk with an instant-read thermometer once the milk has begun to steam and show small bubbles. If it exceeds the temperature, allow it to cool slightly before adding the yeast.
To make dough: Place scalded milk, yeast and 1 tsp sugar in a small bowl. Mix lightly then let sit for 8-10 minutes until it bubbles and blooms. If it doesn't bloom, throw it out and start over.
In a separate bowl, use a whisk to sift together flour, ¼ cup sugar and salt.
In the bowl of a stand mixer fitted with a dough hook or a large mixing bowl, add yeast mixture, orange juice, butter and egg. Mix just until combined. With the mixer on low speed gradually add sifted dry ingredients. Once all is added, and dough has pulled away from sides of bowl, increase speed and knead for 5-7 minutes until elastic. If dough is sticky, add a little more flour just until it pulls away from the side of the bowl.
Butter a large bowl, place dough into bowl, cover with a damp cloth and let rise for 1 hour.
After 1 hour, punch down dough, and roll into an 18 x 12 inch rectangle on a lightly floured surface.
To make filling: In a medium size bowl, using an electric mixer, whip together softened butter with granulated sugar, orange zest and cinnamon until combined.
Spread from end to end of dough. Begin rolling from the widest edge jelly roll style ending seam side down.
Using a knife, divide dough into 12 even portions. Place side by side in a buttered 13 x 9 inch baking pan. Cover with a damp cloth and let rise for 45-60 minutes or until doubled.
To bake: Preheat oven to 350°F. Uncover rolls, then bake for 25-30 minutes until puffed and lightly golden. Let sit on counter while you make frosting.
To make frosting: Using an electric mixer, whip together neufchatel, butter, powdered sugar, orange juice and zest until combined.
Frost rolls while warm then serve.