Gently heat the milk and melt the butter in it in a medium sized pan on a medium heat. Take off the heat as soon as the butter has melted.
Using either your stand mixer or a large mixing bowl mix the flour, salt and sugar together. Then add the yeast and make a well in the middle.
Gently beat the egg into the milk mixture then slowly pour the liquid into the dry ingredients and work them in together.
If doing this by hand knead till you have a smooth pliable dough about 7 to 10 minutes. If using a stand mixer with a dough hook 4 to 6 minutes should do.
Leave the dough to stand for 10 minutes to help settle the gluten.
While the dough is resting prep your baking pans by very lightly greasing them if they are not non stick.
Roll your dough into a rectangle about 24cm x 48cm in size.
Spoon the marmalade onto the dough and spread it out to about an inch from the edges. Then sprinkle the sugar over the marmalade and roll up the dough from the long edge like a swiss roll. Then cut the roll up into 14-16 rolls each 1 inch thick.
Place them into your baking pan with a little space around each of them for growing in size. Cover with tin foil and leave in a warm place for them to double in size. About an hour should do.
Preheat your oven to 180C / 350F / Gas mark 4 when they look ready. Once your oven is hot place them in to bake.
Check on them after 15 minutes as you may need to cover them with tin foil to stop them over browning on top.
Once they are baked take them out of the oven and allow them to cool for a bit.
To make the glaze sieve your icing sugar into a medium sized bowl, add the water and mix, till you have a thick paste. Then add in the marmalade and mix well. If you feel its a little thick add a drop more water.
Pour the glaze over your warm rolls and serve immediately.
These rolls will keep for up to 3 days if kept in an airtight tin without glaze, I recommend warming them up again prior to serving. They will be okay if glazed for 2 days.