Step 1: Preheat your oven to 375°F (190°C) and line a 10×15 inch jelly roll pan with parchment paper, greasing the paper lightly.
Step 2: In a large bowl, beat the egg yolks and granulated sugar until thick and pale yellow. Stir in the orange juice, orange zest, and vanilla.
Step 3: Sift the cake flour, baking powder, and salt together, then gently fold into the yolk mixture.
Step 4: In a separate clean bowl, beat the egg whites until stiff peaks form. Gently fold the whites into the batter in three additions until no streaks remain.
Step 5: Spread the batter evenly into the prepared pan and bake for 10-12 minutes or until the top springs back when touched.
Step 6: Immediately invert the hot cake onto a clean kitchen towel dusted with powdered sugar. Peel off the parchment and roll the cake and towel together from the narrow end. Let cool completely.
Step 7: Whip the heavy cream with powdered sugar and marmalade until stiff. Unroll the cooled cake, spread the cream evenly, and roll it back up (without the towel). Chill for 1 hour before serving.