Dissolve the yeast in water.
Beat the egg in a mixing bowl.
Add yeast, sugar, salt, butter, orange peel, orange juice and enough flour to make a soft dough and beat until smooth.
Turn out on a floured board and knead until smooth and elastic.
Place in a greased bowl and turn to grease top.
Place bowl in pan of warm water and let rise for about 1 hour or until doubled in bulk.
Punch down and let stand for several minutes.
Roll out about 1/2 inch thick on a floured board and cut with biscuit cutter.
Let stand on board for 10 to 15 minutes, then crease each circle with back of a knife.
Brush with additional melted butter and place piece of orange on circle.
Fold over and press lightly.
Place on greased baking sheets.
Cover with damp cloth and let rise until doubled in bulk.
Bake in 425-degree oven for 15 to 20 minutes.