Activate the Yeast
In a small bowl, combine warm milk and yeast.
Let sit 5–10 minutes until foamy.
Make the Dough
In a large bowl, mix flour, sugar, and salt.
Add egg, softened butter, and yeast mixture.
Mix until a dough forms.
Knead for 8–10 minutes until smooth and elastic.
Place in a greased bowl, cover, and let rise for 1 hour or until doubled.
Shape the Rolls
Punch down dough.
Roll into a 10x14-inch rectangle on a floured surface.
Spread softened butter over the dough.
Mix sugar and lemon zest together; sprinkle evenly over butter.
Roll tightly into a log from the long side.
Slice into 9–12 rolls.
Place in a greased baking dish.
Cover and let rise again 30–45 minutes.
Bake
Preheat oven to 350°F (175°C).
Bake 20–25 minutes until lightly golden on top.
Internal temperature should reach about 190°F.
Glaze
Let rolls cool 5–10 minutes.
Whisk powdered sugar and lemon juice until smooth.
Drizzle generously over warm rolls.
Serve warm for best texture.