Step 1
Combine warm water and yeast in a large bowl; stir to dissolve. Add warm milk egg marmalade and butter. Stir to combine.
Step 2
Mix flour oats and salt together in a separate bowl. Add to yeast mixture and stir until moistened. Knead dough until smooth and elastic 6 to 8 minutes. Place dough in a greased bowl turning to coat both sides. Cover and let rise until doubled about 30 minutes.
Step 3
Meanwhile combine cranberries brown sugar and water in a small saucepan. Cook over medium heat until cranberries begin to soften 10 to 15 minutes. Remove from heat; stir in walnuts butter and lemon juice. Let cool.
Step 4
Punch dough down. Roll dough into a 10x20-inch rectangle on a floured surface.
Step 5
Whisk egg white and water together. Brush lightly over the dough. Spread cranberry filling over the dough leaving a 1-inch border on all sides. Roll up tightly starting from a long edge. Seal edges and cut off any tapered sides with no filling.
Step 6
Transfer roll to a large square baking sheet. Join ends together to form a ring. Use sharp kitchen shears to make cuts at 1-inch intervals cutting 2/3 of the way through the dough. Twist each slice gently to expose the swirled filling. Gently shape dough into a perfect ring. Cover and let rise until doubled 20 to 25 minutes.
Step 7
Preheat the oven to 350 degrees F (175 degrees C).
Step 8
Bake in the preheated oven until golden brown about 25 minutes. Cool on the baking sheet for 20 minutes before removing to a wire rack. Let cool completely.
Step 9
Stir powdered sugar and orange juice concentrate together in a small bowl. Add enough water to reach a glaze-like consistency. Drizzle glaze over tea ring. Allow glaze to set before slicing.