Combine the sugar, butter, honey, orange juice and zest in a saucepan and bring to a boil; boil until slightly thickened. Pour the glaze into the prepared pan, and scatter the nuts over the top.
Sprinkle yeast over warm milk with a pinch of the granulated sugar; set aside until foamy, about 5 minutes. Melt 1/4 cup butter and whisk into yeast with vanilla and egg yolk.
Whisk the flour, 1/4 cup sugar, and salt in a large bowl. Stir in yeast mixture to make a sticky dough. Knead the dough on a floured work surface until soft and elastic, 6 to 8 minutes. (Dough will be soft and elastic, but not terribly sticky.) Shape into a ball, brush with a little melted butter and put into a large bowl. Cover with plastic wrap and let rise until doubled, about 1 hour.
Knead the dough and reform into a ball. Return to the bowl, cover with buttered plastic wrap and refrigerate for 4 hours.
Roll the dough into 10 by 18-inch rectangle with a long edge facing you. Spread soft butter over the surface. Whisk 1/3 cup sugar and cinnamon together, scatter over butter. Roll into a long tight cylinder; pinch long edge to seal. Cut into 1 1/2-inch rolls with string or dental floss. Evenly space the rolls in the pan. Cover and let rise, at room temperature, until doubled, about 1 1/2 hours.
Preheat the oven to 350 degrees F.
Bake until golden, 30 to 35 minutes. Rest at room temperature 10 minutes, unmold, and serve warm.