Preheat the oven to 400°. Line a baking sheet with parchment paper.
Cut a very thin slice off the bottom of each orange so it stands upright; be careful not to pierce the pith. Slice 1 inch off the tops to expose the fruit. Using a superfine citrus zester, such as a Microplane, grate 1/2 teaspoon of zest from the tops and reserve; discard the remaining tops.
Using a sharp paring knife or grapefruit spoon, scoop out the fruit into a medium bowl. Hollow out the oranges, being careful not to pierce through the skin and collecting all the juice in the bowl. Arrange the orange shells on the prepared baking sheet.
Squeeze the juice from the fruit and strain into a bowl. Transfer 1/2 cup of the juice to a medium saucepan; reserve the rest for another use. Add 2 tablespoons of the granulated sugar to the saucepan and bring to a simmer over moderate heat; cook until the sugar is dissolved.
Meanwhile, in a medium bowl, whisk the egg yolks with the remaining 2 tablespoons of granulated sugar and the cornstarch until smooth. Whisking constantly, slowly drizzle in the hot orange juice. Add the mixture to the saucepan and cook over moderately low heat, whisking constantly, until thickened to a pudding consistency, about 1 minute. Whisk in the reserved 1/2 teaspoon of grated zest and the marmalade. Scrape the mixture into a medium bowl and let cool until lukewarm, about 30 minutes.
In a medium bowl, beat the egg whites with a hand mixer at medium speed until soft peaks form. Fold the whites into the cooled orange mixture until well blended. Spoon the filling into the orange shells, leaving 1/4 inch at the top. Run the tip of a sharp paring knife just around the inner rim of the oranges to help the soufflés rise evenly.
Bake for 12 to 13 minutes, until the soufflés are risen and golden on top. Transfer to serving plates, dust with confectioners’ sugar and serve immediately.
Note: The soufflés can be prepared through Step 6 and kept at room temperature for 1 hour before baking.