Combine first 4 ingredients in a medium mixing bowl; stir well. Combine milk, eggs, marmalade, and shortening in a small mixing bowl; beat well. Add milk mixture to flour mixture, mixing until blended. Stir in pecans.
Spoon batter onto a preheated, lightly oiled waffle iron, following manufacturer's directions. Cook 5 minutes or until browned and crisp. Remove waffle, and keep warm. Repeat procedure with remaining batter. Serve waffles warm with Orange Butter.