In a medium saucepan, combine fresh or frozen cranberries, sugar, and a splash of water. Cook over medium heat for 10–15 minutes, stirring occasionally, until soft and burst. Blend mixture with unsalted butter and vanilla extract until smooth. Cool and refrigerate.

In a mixing bowl, combine warm milk, active dry yeast, and a teaspoon of sugar. Let sit for 5–10 minutes until foamy. In a stand mixer, combine remaining sugar, melted butter, Greek yogurt, egg, vanilla extract, orange blossom water, orange zest, and salt. Gradually mix in half of the flour, then the yeast mixture, and lastly, incorporate remaining flour until smooth.

Lightly grease a large bowl and place the dough inside, turning to coat. Cover loosely with plastic wrap or towel and let rise in a warm area until doubled, about 1 hour.

Once risen, punch down dough, roll out into a rectangle on a floured surface, about ½ inch thick. Spread cranberry filling evenly, roll tightly into a log, cut into strips, twist into knots, and place on a greased sheet. Cover and let rise until doubled, about 30 minutes.

Preheat oven to 350°F (175°C). Bake rolls for 15–20 minutes, or until golden and fragrant.

Prepare glaze by mixing confectioners’ sugar with milk and orange blossom water until smooth. Drizzle over warm rolls.