In a large bowl combine 2 cups of flour, yeast, granulated sugar, and salt.
In a microwave-safe bowl or measuring cup add the milk, water, and butter. Heat until the mixture is 110 to 120 degree F. It is okay if the butter is not completely melted.
Add the liquid to the flour mixture and stir with a wooden spoon until combined. Add the egg and mix in.
Add another cup of flour and mix in using the wooden spoon. Mix in the chopped cranberries, pecans, and orange zest. Gradually add the remaining flour as you knead it in by hand.
Continue to knead the dough until the flour is worked in and the dough is slightly sticky. Grease the bottom of the bowl with shortening and turn over to coat both sides.
Cover the dough and set in a warm place. Let it rise for about 1 1/2 hours or until double in size.
Divide the dough in half and then divide into 8 equal parts, so you will have 16 pieces of dough. Make the buns by fold the sides under the bun and pinching the bottom to make a smooth round bun.
Place the buns on a greased baking pan about 2-inches apart. Cover and let rest for 1/2 hour. Preheat the oven to 375 degrees F while the buns are resting.
Once the buns are ready to be baked place them in the preheated oven and bake for 14 to 16 minutes or until lightly browned. Remove from the oven and cool completely on cooling racks.
While the buns are cooling make the icing. Add the 2 cups of powdered sugar to a small bowl add 4 to 5 tablespoons of the orange juice until you have the right consistency for drizzling.