To make dough: In a small bowl, whisk together yeast, warm milk, and 1 tsp sugar. Let sit for 5-8 minutes until mixture is cloudy and foamy. Transfer to the bowl of a stand mixer fitted with a dough hook attachment.
In a large bowl, whisk together remaining 3 Tbsp sugar, flour, and salt. Set aside.
Add whisked eggs to stand mixer. Mix to combine. Add flour mixture in three additions and mix on low for about 2 minutes until incorporated. Dough will be sticky, do not be tempted to add additional flour.
With the mixer running on low speed, add softened butter 1 tablespoon at time. Continue to mix until butter has been incorporated. Continue to knead for 3-5 minutes until dough is soft, smooth, and pulls away cleanly from the bowl. Transfer to a lightly oiled large bowl. Cover with plastic wrap and let rest for 1 hour at room temperature. Remove plastic wrap, punch dough and knead for 3-5 minutes. Return to oiled bowl, cover, and let chill in the fridge overnight.
To make caramel: In a medium sauce pot, combine cream and brown sugar. Stir to combine. Set over medium heat and bring to a boil. Once boiled, let simmer for 3-5 minutes. Remove from heat and add pinch of salt. Stir and let cool. Store in fridge until ready to use. Reheat as necessary.
To make filling: Whisk together sugar, brown sugar, and cinnamon. Set aside.
Assembly: Lightly grease a giant 6-cup muffin tin. Add about 2 tablespoons of caramel sauce into each muffin cavity. Add enough walnuts to line bottom of muffin cavity. Set aside.
Remove dough from fridge and allow to sit at room temperature for 5 minutes. Place on a lightly floured work surface and roll into a 12 x 16-inch rectangle. (Dough will be cold, that's okay.)
Spread 3 tablespoons of softened butter evenly over dough. Sprinkle cinnamon sugar mixture over butter. Evenly distribute orange zest and remaining walnuts over dough. Roll dough into a tight log, starting at the long end. Once dough is rolled, arrange it so that the seam is at the bottom. Slice the log into 6 equal portions. Place slices into prepared muffin tin. Cover with plastic wrap and let rolls rise for 30-45 minutes until rolls expand to fill the muffin tin. Preheat oven to 350 degrees F.
Remove plastic wrap and bake rolls for 35-40 minutes until golden brown and the internal temperature of bread hits 190 degrees F. Let rolls sit in muffin tin for 3 minutes and then invert into a parchment lined baking sheet. Serve warm with warmed caramel sauce and additional toasted walnuts, if desired.