Heat oven to 400°F. Spray bottom only of 13x9-inch (3-quart) glass baking dish with CRISCO® Original No-Stick Cooking Spray.
In small bowl, beat egg with fork or wire whisk; stir in yogurt until smooth.
Unroll dough on cutting board. Set icing aside. Cut each strip in half crosswise. Dip each strip completely in egg mixture, then twist 2 or 3 times; place in baking dish. Bake 10 to 15 minutes or until golden brown.
Meanwhile, in 1-quart saucepan, heat icing, butter, orange juice, almond extract and marmalade to boiling over medium heat. Reduce heat to medium-low; cook 2 to 3 minutes, stirring occasionally, until slightly thickened and shiny. Remove from heat; stir in almonds.
Loosen rolls from baking dish with spatula. Drizzle with sauce; serve immediately.