Heat oven to 350°F. Wash squash; pierce several times with fork. Place squash on microwavable paper towel in microwave oven. Microwave on High 5 to 6 minutes, turning and rotating twice, until skin starts to soften. Let stand in microwave about 5 minutes to cool slightly.
Cut off small portion of each end of each squash. Cut each squash into 4 rings (about 1 inch thick); remove seeds. Place rings in ungreased 15x10x1-inch pan, overlapping slightly if necessary. Brush tops with half of the butter. Turn; brush with remaining butter.
Bake 30 minutes. In small bowl, mix marmalade and brown sugar. Brush over top of squash. Bake 10 minutes. Turn slices over; brush with remaining mixture. Bake 5 to 10 minutes longer or until squash is tender.