In small bowl,stir together the first 5 ingredients;
(Note: instead of the peel and juice you can use 3 Tbsp. orange marmalade).
In a medium bowl, dissolve yeast in warm water; stir in Bisquick and 1 Tablespoon of orange peel until soft dough forms. On surface dusted with baking mix, gently roll dough in mix to coat, like flour. Shape into ball; knead about 20 times or until smooth. If dough is too sticky,s sprinkle with additional Bisquick mix (up to 1/4 cup)
Roll dough into 15x9-inch rectangle. Spread 3/4 of the pudding mixture over dough. Beginning at 15-inch side,roll up tightly. Pinch seam to seal. Cut into 9 slices.
In ungreased 9-inch square pan, spread remaining pudding mixture evenly; sprinkle with the almonds or other nuts. Place dough slices slightly apart on mixture. Cover; let rise in warm place for 25-30 minutes or until double in size.
Heat oven to 375^. Bake uncovered for 25-30 minutes or until golden brown. Immediately place on heatproof serving plate upside down onto pan; turn plate and pan over. Leave pan over for 1 minute; remove pan. Serve while warm.