1-Activate the yeast: Combine warm milk (110°F), 2 tablespoons sugar, and yeast in a small bowl; let sit 5-10 minutes until foamy. Discard if no foam.
2-Mix and knead dough: Whisk flour, salt, and lemon zest in stand mixer bowl. Add yeast mixture, melted butter, and egg; mix on low then knead on medium 6-8 minutes until smooth and slightly tacky. Add flour 1 tablespoon at a time if sticky.
3-First rise: Shape dough into ball, place in greased bowl, cover, and let rise in warm spot 45-60 minutes until doubled.
4-Roll and fill: Punch down dough, roll into 12×9-inch rectangle on floured surface, spread lemon curd evenly leaving ½-inch border.
5-Shape rolls: Roll tightly from long side into log, pinch seam, cut into 12 slices, arrange cut-side up in greased 9×13-inch dish.
6-Second proof: Cover and let rise 20-30 minutes until puffy; preheat oven to 350°F.
7-Bake: Bake 22-25 minutes until tops are lightly golden and filling bubbles at edges.
8-Cool briefly: Let cool in pan 5-10 minutes.
9-Make glaze: Stir powdered sugar and lemon juice until smooth.
10-Glaze and serve: Drizzle glaze over warm rolls, sprinkle with extra lemon zest, and serve warm.