Place the milk and butter in a saucepan and heat until butter melts.
Cool to lukewarm.
Blend milk mixture and pancake mix into the egg in a bowl.
Grease a small skillet lightly and heat.
Pour in 2 tablespoons batter.
Remove the skillet from heat and tip from side to side so batter covers skillet.
Return to heat and cook until lightly browned.
Remove from skillet.
Fry remaining pancakes and stack until ready to fill.
Spoon 2 tablespoons Cheese Filling across center of unbaked side of each pancake and roll up.
Place, folded side down, in a skillet.
Pour Orange Sauce over pancakes and heat until sauce bubbles.