In the bowl of your electric mixer, stir together 2 cups of the flour, sugar and yeast.
Place the milk and butter in a small saucepan and heat over low heat just until the butter melts. Remove from the stovetop and let sit for 2 to 3 minutes, then stir in the water and vanilla extract. With the dough hook attached to your mixer, stir in the milk and butter mixture until combined. Add the salt and the eggs, one at a time, beating well after each addition. Beat in the orange zest. The dough will be very sticky! Add the remaining 3/4 cup flour gradually, beating for another 2 to 3 minutes until the dough comes together again. It should still be stick. Place it in a well oil bowl and cover with a towel. Let it rise in a warm place for 1 hour.
After one hour, punch the dough down and turn it out on a floured surface. Roll it into a large rectangle, about 12×20 inches if possible. Add the filling: brush the dough with the melted butter, cover with the sugar, cinnamon and orange zest. Use a pizza cutter to slice the dough into 5 strips from top to bottom – lengthwise. Stack the 5 strips together, then cut them into 6 sets of squares.
Brush a 9×5 loaf pan liberally with melted butter. Place the dough, cut side down, into the loaf pan, pressing it together. Cover with plastic wrap and let rise in a warm place again for 45 minutes.
Preheat the oven to 350 degrees F. Place the pan in the oven and bake the bread for 35 to 40 minutes, until the top is golden brown and set. Remove and let cool for 10 minutes, then gently turn the bread out onto a flat surface. Cover with the orange icing and serve immediately!