Lightly spoon flour into measuring cup; level off. In large bowl, combine 2 cups of the flour, 1/3 cup sugar, salt, orange peel and yeast; mix well.
In small saucepan, heat milk and 1/3 cup margarine until very warm (120 to 130°F.). Add warm liquid and eggs to flour mixture; blend at low speed until moistened. Beat 3 minutes at medium speed. By hand, stir in remaining 2 to 2 1/2 cups flour to form a stiff dough. Place dough in greased bowl; cover loosely with plastic wrap and cloth towel. Let rise in warm place (80 to 85°F.) until light and doubled in size, 35 to 50 minutes.
In small bowl, blend powdered sugar and 1/3 cup margarine until smooth. Stir in filberts; set aside. In second small bowl, blend glaze ingredients; cover and set aside.
Grease 2 large cookie sheets. Stir down dough to remove all air bubbles. On floured surface, roll dough to 22x12-inch rectangle. Spread filling mixture lengthwise over half of dough. Fold dough over filling. Cut crosswise into 1-inch strips; twist each strip 4 to 5 times. To shape rolls, hold folded end of strip down on greased cookie sheet to form center; coil strip around center. Tuck loose end under. Repeat with remaining twisted strips. Cover; let rise in warm place until light and doubled in size, 30 to 45 minutes.
Heat oven to 375°F. Uncover dough. Bake 9 to 12 minutes or until light golden brown. Brush tops of rolls with glaze. Bake an additional 3 to 5 minutes or until golden brown. Immediately remove from cookie sheets; cool on wire racks. Serve warm.