Beat butter, orange peel, juice and confectioners' sugar until creamy and smooth.
Roll dough into rectangle, 12x7 inches; spread with half the orange filling.
Roll up, beginning at wide side.
Pinch edge of dough into roll to seal well.
Stretch roll to make even.
Cut roll into 12 slices.
Place slightly apart in greased round layer pan, 9x1 1/2 inches.
Let rise until double.
Bake 25 to 30 minutes.
While warm, frost with remaining filling.