Preparation

Make the dough

• Lightly butter a large bowl and set aside.
• In a small pot, bring the milk just to a boil over medium heat, watching closely to ensure it doesn’t boil over. Transfer to a small bowl and add the butter to melt. Let cool to 110°F to 115°F.
• In the bowl of a stand mixer fitted with the paddle attachment or in a large bowl, combine the flour, sugar, yeast, lemon zest, and salt on medium speed. With the mixer on low speed or with a wooden spoon, add the milk mixture and eggs, mixing until just combined.
• If using a mixer, switch to the dough hook, and knead on low speed until smooth and elastic, 6 to 8 minutes. Or, tip the dough onto a work surface and knead by hand for about 12 minutes.
• Form the dough into a ball, set it in the prepared bowl, and cover with plastic wrap. Set aside in a warm spot until it has almost doubled in size, 1 to 2 hours.

Fill and shape the rolls

• Butter a 9×13-inch baking dish. Combine the sugar and salt in a small bowl.
• Punch down the dough and turn it out onto a very lightly floured surface. With a lightly floured rolling pin, roll it into a 12×16-inch rectangle. Spread the butter evenly over the entire surface, followed by the preserves, and then coat evenly with the sugar and salt.
• Starting at a short end, tightly roll the dough into a log and pinch the long seam and ends closed. With a serrated knife, cut the roll crosswise into 12 equal pieces. Set the pieces in the prepared dish, cut side up. Cover with plastic wrap, and let sit at room temperature until the dough is pillowy and the rolls are touching, 1 to 2 hours.

Bake, glaze, and top the rolls

• Position a rack in the center of the oven and heat the oven to 350°F.
• In a small bowl, prepare an egg wash by whisking the egg yolk with 2 tsp. water. Uncover the rolls and brush with the egg wash (you won’t need it all). Bake until golden brown, 18 to 24 minutes. Transfer the baking dish to a rack to cool until warm, about 20 minutes. Separate the rolls with a table knife, but don’t remove them from the baking dish unless you want to glaze them individually.
• Meanwhile, beat the confectioners’ sugar, butter, and lemon zest with an electric mixer on medium speed until smooth. Add enough heavy cream for your desired consistency (you may not need any, or you may need as much as 1/2 cup). Spread or drizzle your desired amount over the warm rolls (you may have glaze left over). Sprinkle the pistachios over the rolls while the glaze is still sticky. Pull the rolls apart and serve warm.

Make Ahead Tips

The rolls may be shaped 1 day ahead. After arranging them in the baking dish, cover and refrigerate them before letting them rise. When ready to bake, let rise as described above; because they are cold, they will take an extra hour or so.