In a large mixing bowl, dissolve yeast in warm water. Add the milk, shortening, eggs, sugar, orange juice, orange peel, salt and 3 c. flour; beat until smooth. Stir in enough flour to form a soft dough. Turn onto a floured surface. Knead until smooth and elastic, about 6-8 minutes. Place in a greased bowl, turning once to grease top. Cover; let rise in a warm place until doubled, about 1 hour.
Punch dough down. Turn out onto a lightly floured surface. Divide into 13 pieces. Shape 12 pieces into 12" ropes. Fold each in half; twist to form ears. Place 2" apart on greased baking sheets. Shape remaining dough into 12 balls. Place one on top of the loop of each roll to form a tail; press into dough. Cover and let rise until doubled, about 30 minutes.
Bake at 375* for 12-15 minutes or until golden brown. Coll on wire racks.
In a mixing bowl, combine the glaze ingredients; beat until blended, spread over rolls