How to Make It
Prepare the Dough: Heat milk gently in a small saucepan to 100°F to 110°F (or microwave milk in a microwave-safe dish for 30 seconds on HIGH). Pour milk into a measuring cup, and stir in yeast and 1/2 teaspoon of the granulated sugar. Let stand until foamy, about 5 minutes.
Pour milk mixture into the bowl of a heavy-duty electric stand mixer fitted with a whisk attachment. Add melted butter, eggs, salt, and remaining 1/4 cup granulated sugar. Beat on low speed just until combined, about 30 seconds. Add 2 cups of the flour, and beat on low until dough comes together, about 30 seconds. Switch to the dough hook attachment, and add remaining 1 cup flour. Beat on low speed until dough is smooth but still sticky, about 1 minute.
Turn dough out onto a lightly floured surface, and knead until elastic and slightly sticky, about 1 minute, adding more flour to surface as necessary. Transfer dough to a bowl coated with cooking spray, and turn to coat dough. Cover with a damp towel or plastic wrap, and let stand in a warm place (about 85°F) until doubled in size, about 1 hour.
Prepare the Filling: Lightly grease a 13- x 9-inch baking dish. Stir together lemon marmalade, vanilla, and food coloring in a small bowl. Set aside.
Punch down dough, and turn out onto a lightly floured surface. Roll dough into a 20- x 13-inch rectangle (about 1/8 inch thick). Spread softened butter over dough, leaving a 1/2 –inch border. Spread marmalade mixture over butter; sprinkle evenly with granulated sugar.
Starting from 1 long side, roll dough up tightly, jelly-roll style. Place roll on work surface, seam side down. Using a sharp knife, cut dough crosswise into 20 rounds. (Rolls will be very soft; remold them as necessary.) Arrange rolls in a single layer in prepared baking dish. Cover with a damp towel or plastic wrap, and let stand in a warm place (about 85°F) until doubled in size, about 30 minutes. (Alternately, let dough rise in refrigerator, 8 to 12 hours, and let dough come to room temperature before baking, about 1 hour.)
Preheat oven to 375°F. Remove towel or plastic wrap, and bake rolls in preheated oven until lightly golden and cooked through, 15 to 20 minutes. Let stand about 2 minutes before glazing.
Prepare the Glaze: Stir together all Glaze ingredients in a medium bowl. Pour over warm rolls, and serve immediately.