Preheat the oven to 375°F.
Remove the dough according to the directions on the package.
Separate the rolls into 8 triangles.
In a small bowl, combine raisins and lemon or orange peel. (If using only raisins, skip this step.)
Place about 1 teaspoon of the raisin mixture in the center of each triangle.
Roll up each triangle and pinch the edges to seal.
Place the rolls on an ungreased cookie sheet and bake for 12 to 14 minutes or until golden brown.
Remove the rolls and place them on a cooling rack.
In a small bowl, combine powdered sugar, milk, and vanilla extract.
Stir until smooth, adding up to ½ teaspoon more milk if necessary.
Drizzle the icing in a cross shape on top of each bun and serve.