Sprinkle chicken with 1/4 teaspoon pepper, and brush with 1 tablespoon melted margarine. Place chicken on rack of a broiler pan coated with cooking spray. Bake at 375° for 16 to 18 minutes or until chicken is done. Transfer chicken to a serving platter, and keep warm.
Coat a small nonstick skillet with cooking spray; add 1 tablespoon margarine. Place over medium-high heat until margarine melts. Add shallots, and saute 1 minute or until tender. Add orange juice, Madeira, and garlic; cook over high heat 14 minutes or until mixture is reduced to about 1/4 cup. Add broth, and cook 15 minutes or until mixture is reduced to about 3/4 cup. Add evaporated skimmed milk, and cook 10 minutes or until mixture turns caramel colored and is reduced to about 1/4 cup. Stir in salt and 1/8 teaspoon pepper. Drizzle sauce evenly over chicken breast halves.