For dough: In the bowl of a stand mixer fitted with the paddle attachment, beat 1 cup (125g) flour, brown sugar, yeast, and salt at low speed just until combined.
In a medium saucepan, combine milk, butter, and orange zest. Cook over low heat, stirring occasionally, until butter is melted and an instant-read thermometer registers 120°F (49°C) to 130°F (54°C). Add warm milk mixture to flour mixture; beat at medium speed for 2 minutes. Add egg; beat at medium-highspeed for 2 minutes. With mixer on low speed, gradually add 2 1/4 cups (281g) flour, beating just until combined and stopping to scrape sides of bowl.
Switch to the dough hook attachment. Beat at medium-low speed until a soft, elastic dough forms, 6 to 12 minutes, stopping to scrape sides of bowl and dough hook; add up to remaining 1/2 cup (63g) flour, 1 tablespoon (8g) at a time, if dough is too sticky. (Dough may still stick slightly to bottom and sides of bowl. Dough should pass the windowpane test; see Notes2.) Turnout dough onto a clean surface, and shape into a ball.
Spray a large bowl with cooking spray. Place dough in bowl, turning to grease top. Cover and let rise in a warm, draft-free place (75°F/24°C) until doubled in size, 30 to 45 minutes.
Punch down dough; cover and let stand for10 minutes.
For filling: In a medium bowl, stir together butter, brown sugar, cocoa, cinnamon, cloves, orange zest, and salt with a silicone spatula until well combined.
On a lightly floured surface, roll dough into a 24x12½-inch rectangle with one long side closest to you. Using a small offset spatula, dot filling on top of dough, and spread into an even layer. Fold dough in thirds lengthwise, wiping hands clean as needed; roll or shape dough into a 25x4-inch rectangle. Cut dough in half crosswise to create 2 (12½x4-inch) rectangles; wrap each half in plastic wrap, and refrigerate for 20 minutes.
On a lightly floured surface, roll 1 dough rectangle into a 12½x4-inch rectangle, if needed. Using a sharp knife, trim 2inches off cut sides (all from one side or 1 inch from each side; see Notes3) to yield an even rectangle with clean edges. Cut rectangle into 7 (4x1½-inch) strips; cut each strip in thirds lengthwise, leaving about ½ inch of dough intact at one end. Braid dough strands, and pinch ends together. Turn braid with prettiest, cleanest side facing downward. Starting at short side with dough intact, roll up dough braid, jelly roll style. Wipe hands and surface clean as needed. Repeat with remaining dough.
Spray 14 wells of 2 standard muffin pans with baking spray with flour. Place rolled dough in wells with loose end tucked under; cover and let rise in a warm, draft-free place (75°F/24°C) until puffed and dough holds an indentation when poked, 25 to 30 minutes.
Preheat oven to 350°F (180°C).
In a small bowl, whisk together egg and water. Brush tops of rolls with egg wash.
Bake until golden brown, 10 to 12 minutes, rotating pan halfway through baking and loosely covering with foil during last 2 minutes of baking to prevent excess browning, if necessary. Let cool in pan for 2 minutes. Carefully remove from pans, and serve warm or at room temperature. Garnish with confectioners’ sugar, if desired.