Proof the yeast by combining the warm water and yeast. Let the yeast mixture rest while preparing dry ingredients.
Combine cake mix, flour and salt in the bowl of a stand mixer then add the yeast mixture, beaten eggs and vanilla. Knead the dough for 4-5 minutes. (It will take a minute or two for the ingredients to start to look like dough.)
Place the dough in a large bowl that has been greased with cooking spray or oil, and loosely cover with greased plastic wrap. Let it rise 45-60 minutes until it doubles in size.
Zesty Orange Filling: While the dough is rising prepare the orange filling by beating the softened cream cheese until light and fluffy. Then add the fresh orange zest, sugar, orange juice, and the egg. Mix together until fully combined.
Punch down the dough and place on a lightly floured surface. Roll it into a rectangle about ¼ inch thick. Spread the melted butter over the dough then add spoonfuls the orange cream cheese mixture over the surface of the dough and spread evenly.
Carefully roll the dough up into a large roll, then cut it into 2-inch sections. I like to use dental floss to evenly cut the rolls. Spray two 9x13 baking dishes with nonstick cooking spray (or a large baking sheet) and place half of the rolls in each dish.
Cover the rolls and let them rise for 30 minutes, or overnight in the refrigerator. When ready to bake the next day, allow the rolls to come to room temperature while you preheat the oven to 400 degrees.
Bake the rolls for 25-30 minutes, or until they begin to turn golden brown on top. If the centers are not baked fully after 30 minutes, place a sheet of foil over the rolls and continue to bake 5-10 more minutes. Remove from the oven and brush the tops of the rolls with 2 tablespoons of melted butter, then bake for an additional minute.
Sweet Orange Glaze: Whisk together the powdered sugar, orange juice, milk, and vanilla in a small bowl. Stir in the orange zest then drizzle the orange icing over the warm baked rolls. Serve immediately for best results.