Melt butter in a heavy saucepan over low heat; add 3 tablespoons flour, stirring until smooth. Stir in orange rind and juice; cook over medium heat, stirring constantly, until thickened and bubbly. Remove from heat; add sugar, stirring until sugar is dissolved. Set mixture aside to cool.
Sift together 2 cups flour, baking powder, and salt; cut in shortening with a pastry blender until mixture resembles coarse meal. Add milk, stirring just until dry ingredients are moistened.
Turn dough out onto a well-floured surface, kneading lightly until dough is smooth. Roll dough to a 1/4-inch thick 15- x 10-inch rectangle. Spread 3/4 cup of orange-sugar mixture evenly over dough, reserving 1/2 cup; leave a narrow margin on all sides. Roll up jellyroll fashion, beginning at long side. Cut roll into eighteen 3/4-inch slices; gently place slices, cut side down, in well-greased muffin pans. Bake at 400° for 18 minutes or until rolls are lightly browned. Remove from pan and drizzle warm rolls with reserved orange-sugar mixture.