The day before, start on the dough. In a small measuring glass, warm the whole milk until it reaches an internal temperature of 95-110 degrees F. If its too hot, let it sit so you don't kill the yeast! Add the active dry yeast to the warmed milk and the honey. Stir well. Allow to poof for 10 minutes.
While the yeast is proofing, add the dry ingredients including the orange zest to a stand mixer fitted with a dough hook. Mix on low a few times until combined.
Melt the butter. Set aside to cool for 5 minutes. In a small bowl, whisk up the eggs. Add the vanilla and Grand Marnier if using. Make a well in the center of the dry ingredients, and add the egg mixture and slightly cooled melted butter and the proofed yeast mixture. Mix on medium speed until the dough comes together, about 5 minutes. You want the dough to be slightly sticky and moist but still hold its form. If the dough is too sticky add 1 tablespoon of flour at a time until its smooth.
Cover with plastic wrap and allow the dough to rise for 1-2 hours in a warm spot, or until doubled in size. I like to turn my oven on warm and place my mixing bowl on top of the stove. When the dough has doubled in size punch it down and turn it out onto a lightly floured work surface.
Roll the dough out into a 10x16 rectangle. In a small bowl, add the sugar, cinnamon and orange zest. Using a fork, press the zest into the sugar and mix well. Spread the softened butter all over the dough, and sprinkle with the the cinnamon/orange sugar mixture all the way to the edges of the dough.
Starting at one of the short ends, tightly roll up the dough into a log. With a sharp kitchen knife, slice into 10-12 rolls. Place the rolls in a baking dish, cover with plastic wrap and place in the refrigerator to rise overnight. If you cannot wait until the next day, allow to rise for an additional hour at least.
The morning of, take the rolls out of the refrigerator and allow to sit at room temperature for 30 minutes. Bake at 350 degrees F for 25- 30 minutes. Allow to cool for 15 minutes. Start on the cream cheese frosting.