Start by combining flour, yeast, sugar, and salt. Then add butter, eggs, milk, vanilla, and orange zest. Mix until a shaggy dough forms, then knead for a few minutes until smooth but slightly sticky.
Grease a bowl with oil and place your dough inside. Cover and leave in a warm spot for about 1-2 hours until doubled in size. The dough should be soft and spring back slightly when pressed.
Divide dough into four sections. Roll each into a “snake” and cut into smaller pieces, then shape into balls. Dip each ball in melted butter, roll in cinnamon sugar, and place in a prepared Bundt pan.
Cover the Bundt pan with plastic wrap and let the dough rise for 30 minutes. You’ll see cracks form in the sugar coating as the dough expands.
In a saucepan, combine brown sugar, butter, and orange juice. Bring to a simmer until smooth, then pour evenly over the dough balls in the pan.
Preheat oven to 350°F (175°C). Cover the pan with foil and bake for 20 minutes. Remove foil and bake an additional 20 minutes until golden and sticky.
Whisk powdered sugar with orange juice until smooth. Drizzle over warm monkey bread and serve immediately for a sticky, delicious treat.