To prepare compote, place marmalade, orange juice, lemon juice, and honey in a small saucepan over medium-low heat; cook 2 minutes or until the marmalade melts. Reduce heat, and gently stir in the orange sections; keep warm.
To prepare waffles, lightly spoon flours into dry measuring cups, and level with a knife. Combine flours and the next 6 ingredients (through nutmeg) in a large bowl, stirring with a whisk. Combine buttermilk, 1/3 cup water, canola oil, orange rind, and egg in a small bowl. Add milk mixture to flour mixture, stirring just until moist. Coat a waffle iron with cooking spray; preheat. Spoon about 1/3 cup batter per 4-inch waffle onto hot waffle iron, spreading batter to edges. Cook for 5 minutes or until steaming stops, and repeat procedure with remaining batter. Sift powdered sugar over tops of waffles. Serve with orange compote.
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