Warm the milk and 2 tablespoons of butter in a small saucepan.
Let the milk cool slightly then add egg, sugar, sourdough discard, yeast, flour, and salt in the bowl of a stand mixer until the dough forms a ball let the dough rest for 30 mins.
Turn the mixer on low and run for 7 minutes until the dough is smooth. The dough should be sticky. Add a couple of tablespoons of flour if needed.
Cover with plastic wrap and place in a warm place for the first rise to double its size.
On a lightly floured surface, take the soft dough out of the large bowl and roll it into a large rectangle.
Once the dough is spread evenly, spread out the orange marmalda on top.
Roll dough into a tight log, and place on a parchment-lined baking sheet pan.
Cover the entire dough with a clean kitchen towel and chill for about 30 minutes.
Cut the log in half lengthwise into equal pieces using a serrated knife, leaving about 1 inch intact at the end. Crisscross the sections with the layers facing up until you have formed a full twist like a long rope.
Pinch the ends together and brush with the remaining tablespoon of butter that is melted.
Let the dough rest at room temperature for the final rise for about 1 hour or until puffy.
Bake at 350 for about 20-30 minutes or until golden brown.
In a small bowl, mix the cream cheese, powdered sugar, and water along with some of the orange zest.
Place the braided bread on a wire rack to cool then drizzle with the glaze and sprinkle with orange zest on top. Enjoy!