Heat oven to 350°F. Spray cookie sheet with cooking spray. In small bowl, mix cream cheese and marmalade.
Separate dough into 10 biscuits; press each into 3-inch round. Place 1 teaspoon cream cheese filling on one half of each round. Fold dough over filling; pinch edges together.
Place on cookie sheet. Press edges with fork to seal. Brush with orange juice; sprinkle with sugar.
Bake 10 to 15 minutes or until golden brown.