Heat oven to 350°F. Spray 8 (2 3/4x1 1/4-inch) muffin cups with cooking spray. Separate dough into 8 rolls; set icing aside. Cut each roll into quarters; place 4 quarters, points up, cinnamon topping in and separated slightly, in each muffin cup.
In small bowl, mix cream cheese, walnuts and 1/2 teaspoon of the orange peel. Place rounded teaspoonful of mixture into center of dough in each cup.
Bake 17 to 22 minutes or until light golden brown. Cool in pan 5 minutes. Run knife around edge of muffin cups; remove rolls from cups, and place on serving plate.
Remove cover from icing; microwave on Medium (50%) 5 to 10 seconds or until thin enough to drizzle. Stir in remaining 1/2 teaspoon orange peel. Drizzle icing over warm rolls. Serve warm.