Step 1In the bowl of a stand mixer using the paddle attachment, or in a large bowl using a hand mixer, cream together the butter, sugar, brown sugar and powdered sugar. Beat in the eggs, one at a time, until thoroughly combined, then beat in the vanilla extract.
Step 2In a separate large bowl, whisk together the flour, cinnamon, cornstarch, baking powder, baking soda and salt.
Step 3With the mixer running, slowly beat in the flour mixture just until combined, being careful not to overmix. Remove the dough and cover with plastic wrap. Refrigerate the dough until well chilled, at least 1 hour.
Step 1Shortly before assembling the cookies, prepare the filling: In a medium bowl, combine the pecans, brown sugar, butter and cinnamon, mixing until well-combined.
Step 1Flour a cutting board or work surface. Turn the dough out on to the work surface and, using a rolling pin, roll out the dough to a 10- by 10-inch square.
Step 2Spread the filling gently but evenly over the dough.
Step 3Gently roll the dough into a tight log. Wrap the log in plastic wrap and refrigerate until well chilled, at least one hour, preferably overnight.
Step 4Heat the oven to 350 degrees.
Step 5Prepare the glaze: In the bowl of a stand mixer using the whisk attachment, or in a large bowl using a hand mixer, whisk together the cream cheese and butter. Slowly beat in the powdered sugar, then the vanilla bean and orange zest (if using). Finally, whisk in the milk until the glaze is smooth and thick.
Step 6Grease 2 (12-cup) muffin tins. Remove the dough log from the refrigerator and cut the log into half-inch-thick slices. Place each slice in a greased muffin cup.
Step 7Bake the cookies until the tops are slightly browned, about 15 minutes, rotating halfway for even baking.
Step 8Remove the cookies and cool, still in the muffin tins, on a rack. Using a fork, generously drizzle the glaze over the baked cookies before serving.