Heat milk, sugar and orange zest to barely simmering.
Add chia seeds and cook over low heat until all liquid has absorbed, 5-7 minutes. Add vanilla extract.
Kolache Dough
Heat milk and sugar to 110°F. Sprinkle yeast over warm milk and let sit until it looks creamy.
Combine flours in a large mixing bowl. Add butter, eggs and yeast/milk mixture and mix for 3-4 minutes.
Add salt and continue to mix for an additional 2 - 3 minutes. Place dough in a well-oiled bowl, turn dough once to coat both sides, cover and chill overnight.
Preheat the oven to 375°F. Turn dough out onto a lightly floured surface and roll to 1/4" thickness. Cut 3" round circles and transfer them to parchement lined sheet trays.
Top the center of each round with 1 Tbsp of chia seed filling. Let rise until puffy, 15 - 20 minutes.
Lightly egg wash and bake at 375°F until golden, about 12 - 15 minutes.