Combine yeast, warm milk, and water in a bowl; allow it to froth for about 5 minutes.

Mix flour, granulated sugar, and salt in a large mixing bowl. Whisk them together well to distribute the dry ingredients evenly.

Add melted butter, beaten egg, and the frothy yeast mixture into the dry ingredients. Knead until you achieve a smooth, elastic dough, about 5-7 minutes.

Let rise the dough in a warm place until it doubles in size, typically around 1 hour.

Prepare the filling by mixing granulated sugar, softened butter, chopped cranberries, and orange juice in a bowl. Mix until everything is well combined and fruity.

Roll out the risen dough into a rectangle on a floured surface. Spread the sweet filling evenly over the dough, then roll it up tightly from the long side.

Slice the rolled dough into 16 equal pieces. Place them cut-side up in a greased baking dish, allowing some space for rising.

Allow to rise again for 30 minutes, so they become fluffy and airy before baking.

Preheat the oven to 350°F (175°C) about 15 minutes before baking.

Bake the rolls for 30 minutes or until they are golden brown and have risen perfectly.

Prepare the glaze by whisking together powdered sugar, orange juice, and orange zest in a bowl. Drizzle over the warm rolls once they have cooled slightly.