Cut squash crosswise into 3/4-inch-thick slices, discarding seeds and stringy pulp. Arrange the squash slices in a single layer on a large baking sheet coated with cooking spray. Bake squash slices at 375° for 15 minutes.
Combine orange marmalade and remaining ingredients. Brush half of marmalade mixture over squash slices. Bake at 375° for 10 minutes. Brush with marmalade mixture; bake an additional 10 minutes. Spoon remaining marmalade mixture over squash.