Using a stand mixer with paddle attachment, beat butter on high speed until very pale, about 3 minutes. Add sugar and beat until light and very fluffy, scraping bowl as needed, 3 to 4 minutes more. Reduce speed to medium and mix in eggs and orange juice.
Reduce speed to low and gradually blend in all-purpose flour, baking powder, and salt; then add orange zest and almond flour and mix to blend. Form dough into 2 disks, wrap each tightly in plastic wrap, and chill until firm, 3 hours or overnight.
Preheat oven to 375° and line 2 rimmed baking sheets with parchment paper. On a lightly floured work surface, using a lightly floured rolling pin, roll out 1 dough disk to a scant 1/4 in. thick. Cut out 2-in. rounds using a cookie cutter, then transfer to baking sheets, spacing about 1 in. apart (cookies do not spread). Bake, rotating pans halfway through, until golden brown at edges, 7 to 8 minutes. Transfer to a wire rack and let cool completely.
Roll and cut remaining dough, reflouring work surface and rolling pin as needed; then bake. Chill and reroll scraps; cut and bake.
Arrange half of cooled cookies on a work surface, top side down. Cover each with 1 tsp. Marmalade, spreading to edges (use a small offset spatula if you have one). Set a second cookie, top side up, on each to make a sandwich.
Put chocolate and oil in a metal bowl and set over a small saucepan of 1 in. simmering water (bowl should not touch water). Heat, stirring occasionally, until chocolate melts and is completely smooth. Remove bowl from pan and dip each cookie into chocolate halfway, letting excess drip off. Set dipped cookies on parchment-lined baking sheets. Let stand until cool, then chill until chocolate is set, about 30 minutes.
MAKE AHEAD Dough, up to 1 day, chilled; or up to 1 month, frozen. Unfilled cookies, up to 1 month, frozen. Filled cookies, up to 2 days, chilled with waxed paper between layers.
*Available in the baking aisle.