1) Preheat oven to 350 degrees. Place the biscuit mix and sugar to a large bowl, whisking to combine. Add the butter and work into the mix with a pastry cutter or your fingers. Add the cream and stir until the dough just comes together. 
2) Turn out on a well-flour work surface and dust the top with flour. With your hands, press into a rectangle about 1/2” thick. Fold the dough into fourths, widthwise. Rotate the dough 90-degrees and repeat the pressing, folding. Rotate and repeat one more time. 
3) After the dough has been pressed and folded three times, press it out one final time into a roughly 8”x15” rectangle, about ¼” thick. Spread the jam in a thin layer, covering the dough all the way to the edges. Zest half the orange over top. 
4) Cut the dough lengthwise into five equal strips. Roll the first strip into a pinwheel, then transfer to the center of a parchment-lined baking tray, cut side up. Take the next strip and carefully transfer it to the baking sheet. Wrap it around the pinwheel, jam-side facing in. Continue this somewhat messy process until all the strips are used and you have a giant bun. 
5) Place in the oven and bake for 25-30 minutes, or until golden and cooked through. Check by inserting a cake tester in the center. It should come out clean of any dough (there may be jam clinging to the tester). Remove from the oven and cool.
6) While the jam bun is cooling, place the powdered sugar in a small bowl. Zest the remaining orange into the powdered sugar, then slice it and squeeze a few tablespoons of juice into the bowl. Whisk till the glaze is lump free. It should have a medium, ribbony consistency. Start with less juice than you think you need, then keep adding till you get the right thickness.
7) Drizzle the glaze all over the jam bun. Give it a few minutes to set, then slice into wedges and enjoy.