For the dough: In a large saucepan over a low heat, heat the milk, oil and granulated sugar until warm but not hot (if you have a candy thermometer, it should be 125 degrees F). Add the yeast and 4 cups of the flour and stir together. Cover the pan and leave to rise for at least an hour. Stir in the remaining 1/2 cup flour, the baking powder, baking soda and salt.
For the filling: Roll the dough into a long rectangle, about 30 inches wide by 10 inches deep. You'll want it to be as thin as you can get it so you can add plenty of goo. Drizzle the melted butter all over the surface of the dough. Use your fingers to smear it all around so that it coats evenly.
Spread the orange marmalade all over the buttered dough, distributing as evenly as you can. Sprinkle plenty of brown sugar all over the marmalade. Finish with a light sprinkling of salt to offset the sweetness.
Using both hands in a back-and-forth motion, gradually roll the dough towards you into one long log. Pinch the seam to seal it. Then slice the log-o'-dough into 1/2-inch pieces.
Preheat the oven to 375 degrees F. Place the rolls in a buttered baking dish and allow them to rise for 20 minutes.
Bake for 15 to 17 minutes.
While the rolls are baking, make the icing: Add the orange zest and juice to a bowl. Add the powdered sugar and salt. Splash in the milk. And some more melted butter because the recipe doesn't already have enough. Just kidding on that last part. Whisk it together until it's nice and smooth and lovely. Your kitchen smells like oranges!
Pull the rolls out of the oven when they're golden brown, and drizzle on the icing right off the bat. The piping hot rolls will suck that gorgeous icing right down into their crevices and the whole thing pretty much becomes a miracle. Serve them warm.