Cut chicken breasts into 24 (1-inch) cubes. Wrap each chicken cube with bacon, and secure with a wooden pick.
Stir together orange marmalade, soy sauce, sesame oil, ground ginger, and minced garlic in a shallow dish or large zip-top plastic freezer bag; add chicken nuggets. Cover or seal, and chill 2 hours, turning occasionally.
Coat a rack and broiler pan with cooking spray. Place chicken nuggets on rack in broiler pan.
Bake at 450° for 10 minutes; turn and bake 10 more minutes.