Heat oven to 350°F. Line cookie sheets with cooking parchment paper. Place pine nuts in small bowl. In another small bowl, mix honey and orange juice until well blended. Set aside.
In medium bowl, beat butter and brown sugar with electric mixer on medium speed until fluffy. Beat in orange peel, vanilla and egg yolk until well blended. On low speed, beat in flour and salt until dough begins to stick together.
Shape dough into 1-inch balls. If necessary, flour hands for easier handling. Roll balls in honey mixture, then roll in pine nuts. Place 2 inches apart on cookie sheets. With thumb, make indentation in center of each cookie.
Bake 9 to 12 minutes or until cookies are set and edges are golden brown. Remove parchment paper with cookies from cookie sheets to cooling racks. Fill each cookie with 1/2 teaspoon marmalade. Remove cookies from paper.