In a large bowl, cream the butter, cream cheese and sugar until light and fluffy. Beat in the egg, orange peel and vanilla. Combine flour and salt; gradually add to the creamed mixture and mix well. Cover and chill for 4 hours or until firm.
Meanwhile, combine all filling ingredients in a small saucepan. Cook and stir over low heat until smooth; set aside to cool.
On a floured surface, divide dough in half; roll each half into a 12-in. x 10-in. rectangle. Spread with filling. Carefully roll up into a tight jelly roll and wrap in waxed paper. Chill overnight.
Unwrap and cut into 1/4-in. slices. Place 2 in. apart on ungreased baking sheets. Bake at 375° for 8-10 minutes or until lightly browned. Remove to wire racks to cool. Yield: about 8 dozen.
