Mix the yeast with 1 tablespoon of sugar, a little warm milk and a little flour. Homogenize the composition and leave it in a warm place, until it swells and blisters appear on the surface.
Put the mayonnaise in the bowl, then add the eggs, the rest of the sugar, the salt, the melted and cooled butter, the orange peel, the remaining milk and the flour little by little. Knead until all the ingredients are incorporated and you get an elastic dough. Leave to rise until it doubles in volume.
Pour the dough on the greased table, sprinkled with flour and spread it into a rectangle, about 0.5 cm thick. Spread the plum jam on the entire surface of the dough sheet and roll it as tight as possible.
Cut slices 2-3 cm thick with a sharp knife. Place the rolls in the muffin tray. Leave to rise a little, in a warm place, then put the tray in the preheated oven, for about half an hour, over medium heat.