In a large mixing bowl, dissolve the yeast in water and let stand for 10 minutes. Add the juice, half egg, butter, sugar and orange zest. Stir the liquids together and add the flour, salt and milk powder. Mix till the ingredients are uniformly dispersed. Tip the dough onto a lightly floured work surface and knead until smooth and satiny, about 20 minutes. Pour a teaspoon of oil in a large bowl and roll the dough in the bowl to evenly coat the dough with oil. Cover the bowl with a plastic film and set aside in a warm place for 1 hour or until the volume doubles.

Gently, deflate the dough onto a lightly floured surface and roll the dough into a smooth round ball and let rest under a moist towel for 10 minutes. Butter and flour a loaf pan (9x5x2.5). Roll out the dough into a disk 1-inch thick and sprinkle the cinnamon sugar evenly, leaving 2-inch from the edges. Now, roll the disk into a tight cylinder. Pinch the edges to seal and tuck the sides underneath. Place the log, with the seam-side down, into the prepared pan and cover loosely with plastic. Set the pan in a warm place for 45 minutes or until the volume doubles.

Preheat the oven to 175°C/350°F. Whisk the remaining egg with 2 tbsp of water and a pinch of salt to prepare the egg wash. Brush the egg wash on the dough just before placing the pan in the oven. Bake the loaf until dark brown, about 35-40 minutes. Remove the loaf from the pan and cool on a rack.

Store the loaf in a paper bag at room temperature for up to a week.