Using a rolling pin, roll each slice of bread until it is flattened. Set the bread aside.
In a medium bowl, combine the cream cheese, orange zest and vanilla extract. Using a handheld mixer or a spatula, beat the mixture until combined.
Spread a portion of the mixture atop each slice of bread and tightly roll up the bread slices lengthwise.
In a shallow dish, whisk together the eggs and milk. In a separate shallow dish, whisk together the cinnamon and sugar.
Heat a large nonstick sauté pan over medium heat. Add the butter and once it has melted, dip each French toast roll-up in the egg-milk mixture then place it in the sauté pan. Repeat the dipping and cooking process with the remaining roll-ups, turning them in the pan until all sides are golden brown.
Once the roll-ups are cooked, immediately transfer them to the cinnamon-sugar mixture, coating them on all sides.
Serve the French toast roll-ups topped with the orange syrup for dipping.
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