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Whisk the warm milk with the sugar and yeast.
Add the eggs, butter and rum to the yeast mixture and whisk to combine.
Mix the liquids with the flour and knead until a smooth dough forms.
Set the dough aside for 1 hour.
Mix the orange zest with 260 g sugar.
Roll out the dough into a square and spread the orange filling on top.
Roll the dough and cut into pieces.
Fry the dough rolls in the preheated oil for 3 to 4 minutes or until golden brown on both sides.
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