Combine the rum and raisins together in a bowl and heat in the microwave until very hot. Allow to sit for 15 minutes.
In a bowl, combine the yeast, brown sugar, granulated sugar and the warm milk. Stir well and let sit till frothy. (If it doesn’t get frothy, your yeast is dead and you will need to begin again with new yeast.) If your yeast is fresh, you can skip this step altogether and move to step 3.
Add the yeast, brown sugar, white sugar, flour, allspice, cloves, nutmeg, salt and orange zest to the bowl of a stand mixer and combine.
Add the liquid ingredients, milk, butter and eggs to the mixer and mix with the paddle until combined. Add the raisins and rum and combine.
Using the dough hook attachment, knead the dough for about 5 minutes on 2 speed. The dough is ready when it is stretchy and smooth.
Gather the dough in your hand and form a ball, then place back in the bowl. Cover with a tea towel or plastic wrap. Place in a warm place and let it rise till doubled in size, about an hour.
Spray a baking pan with cooking spray. Remove the dough and divide into two equal pieces, divide each piece into 6 equal pieces, or 12 total. (You can make smaller rolls and make 18 rolls.)
Take each piece of dough and roll it into a ball, then place in the pan.
Combine the egg yolk and milk and brush over the tops of the rolls. Cover with a tea towel and let rise until doubled.
Mix the flour, sugar, water and vanilla together in a small bowl. Place in a piping bag with a small circle piping tip, or use a ziplock bag instead. Then clip off the very end of the bag to create a very small hole.
Preheat the oven to 350°.
Starting near the bottom of one side of a roll, slowly pipe a small line across the roll to the bottom of the other side. Turn the roll to make a cross and pipe another line across the roll making the X in the middle. Repeat piping over each roll.
Place the pan in the oven and bake for 20 minutes until the rolls are golden.
In a small bowl, combine the confectioners sugar, milk and vanilla.
Remove and allow to cool for 10 minutes, then spoon the glaze over the rolls.