In a large dutch oven heat the milk, eggnog, and oil over medium heat until very warm or 110 degrees F. Turn off heat and sprinkle the yeast on top and let it sit on the milk for 1 minute.
Then add 4 cups of flour and combine with a wooden spoon. Cover and set aside in a relatively warm place for 1 hour. After 1 hour, uncover and stir in the baking powder, salt, and the remaining 1/2 cup flour.
Spray the bottom and sides of two pie pans with cooking spray.
Sprinkle flour lightly on a countertop or large cutting board.
Remove half the dough from the pan/bowl and with a rolling pin, flatten dough into a rectangle, about 12 x 8-inches. Spread half of the butter over dough. Sprinkle generously with half of the sugar. Next, sprinkle the dough with half of the orange zest and as much cinnamon as you'd like. Beginning at long side, roll dough up tightly. Pinch edge of dough into the roll to seal edge. Stretch and shape roll until even. Using a sharp knife or dental floss, cut roll into (1-inch) slices. Place slices slightly apart in the pan. Let rise in a warm place about 15 minutes. Set aside and repeat the process with the remaining half of dough.
Move the oven rack to the middle position of the oven. Heat the oven to 375 degrees F. Bake 20 to 22 minutes or until golden brown. Cool 5 minutes.
In a small bowl, stir glaze ingredients until smooth, adding enough eggnog so glaze is thin enough to drizzle. Over the warm rolls, drizzle glaze. Serve warm.
Makes about 16 rolls. Recipe by Yvette Marquez.