In the bowl of a stand mixer, whisk together 2 cups flour, sugar, yeast and salt. In a small saucepan, heat milk, water and butter until melted and liquid is very warm to the touch (105-110°F.)
With mixer running at medium speed, gradually add milk mixture to the flour mixture.
Once incorporated, add 2 eggs and mix again.
Add remaining flour 1/4 cup at a time and continue kneading until smooth and stiff.
Transfer to a lightly greased bowl, turning to coat on all sides and cover with plastic wrap.
Refrigerate for at least 2 hours or overnight.
Line two baking sheet with parchment paper. Set aside.
Remove dough from refrigerator.
Punch down dough then transfer dough to a lightly floured surface and roll to a 16x10-inch rectangle. Cut into 16 (1-inch) strips.
Twist two strips together.
Once twisted, roll the twisted strips up to form a coil. Tuck the ends underneath.
Place coil on prepared baking sheet.
Repeat process with remaining dough strips, forming 8 coils and place them on prepared baking sheets about 2 inches apart.
Cover lightly with plastic wrap and let them rise at warm room temperature for 45-60 minutes until puffed.
While rolls rise, preheat oven to 375°F. Once risen, remove plastic.
Whisk together remaining egg and 1 tablespoon water.
Brush rolls with egg wash.
Form a divot in each roll and fill with about 2 teaspoons orange marmalade, or your jam of choice.
Bake in preheated oven for 20 minutes until golden brown.
Remove from oven and cool on wire rack before serving.