In a saucepan over medium heat, cook strawberries, granulated sugar, cornstarch, cinnamon, orange zest, and salt, stirring frequently, until the mixture thickens and boils, about 10 minutes.
Cook, stirring constantly, until very thick, 2 to 3 minutes more. Cool completely, about 1 hour.
Spray a 13" x 9" baking pan with cooking spray. Roll dough into an 18" x 15" rectangle on a floured surface. Spread filling to the edges. Roll tightly from a long side, trim ends, and cut into 12 pieces.
Place pieces in the prepared pan, cover with plastic wrap, and refrigerate for 8 to 12 hours.
Remove plastic wrap, cover with a towel, and let rise at room temperature until doubled, about 1 hour.
Preheat oven to 350°F. Beat the egg with 2 tablespoons of water and brush over the rolls. Bake until golden, 30 to 35 minutes. Let cool for 20 minutes.