Preheat oven to 375°F. Line a broiler pan with foil. Mist a roasting rack with cooking spray and place inside pan.
Mix first five ingredients in a blender until smooth.
Place wings and one third of marmalade mixture in a bowl; toss to coat. Arrange wings on prepared rack, skin side down. Bake for 20 minutes.
Turn oven up to 425°F. Turn wings; brush with half of remaining marmalade mixture. Bake for 15 minutes, brush with mixture again and bake until browned, 10 to 15 minutes.