Remove giblet packages from hens, and reserve for another use. Rinse hens, and pat dry. Remove excess fat and skin. Rub hens evenly with salt and pepper. Squeeze juice from 1 orange quarter into each hen cavity. Fill hen cavities with remaining orange quarters, onions, carrots, celery, and parsley sprigs. Place hens, breast sides up, on a wire rack in an aluminum foil-lined shallow roasting pan. Tie legs together with kitchen string.
Stir together orange marmalade and next 5 ingredients in a small saucepan. Cook mixture over medium heat, stirring constantly, 2 to 3 minutes or until orange marmalade is melted. Remove and reserve 3/4 cup mixture.
Bake hens at 350° for 1 1/2 hours; brush evenly with orange glaze, and bake 30 more minutes. Brush with orange glaze; shield with aluminum foil. Bake 15 minutes or until a meat thermometer inserted into thickest portion of thigh registers 170°. Garnish, if desired. Serve with reserved 3/4 cup orange mixture.