Mix 1 ½ cup bread flour, whole wheat pastry flour, wheat gluten, and yeast in stand mixer fitted with a beater blade.
Heat milk and butter until butter melts and mixture is warm (130º). Add sugar and salt, stir until dissolved.
Add liquid mixture to flour mixture. Add orange juice, egg, vanilla, and orange zest and beat at low speed until well combined.
Switch to the dough hook, on speed 2 gradually add the remaining bread flour (add more or less as necessary) until dough clings to the hook and almost cleans the sides. Knead until smooth about 8 minutes, but still slightly sticky. Shape into a ball. Place in greased bowl, turn. Cover, let rise until double approximately 60–90 minutes.
Punch down, let rest 10 minutes, divide dough in to 12 pieces and shape into desired shapes. Keep dough covered with a damp cloth while shaping rolls.
Cover. Let rise until double (30 - 45 minutes).
Preheat oven to 400.
After second rising, make an indention in the center of the rolls with the end of a wooden spoon. (Be careful not to flatten it too much or poke a hole through the dough.) Fill with approximately one tablespoon of fruit filling.
Optional: Make egg wash by mixing an egg white with 2 teaspoons water and lightly brushing some of it over the rolls.
Bake at 400º for 10 to 15 minutes until golden brown.