In small bowl, mix granulated sugar and orange peel. On work surface, unroll 1 dough sheet; top with second dough sheet and press firmly. Brush with 2 tablespoons of the melted butter; sprinkle with orange-sugar mixture and coconut. Drizzle with another 2 tablespoons melted butter. Starting at long side, roll up; seal long edge. Cut crosswise into 8 pieces. Place, cut sides up, in muffin cups. Brush tops with remaining 2 tablespoons melted butter.