Heat oven to 350°F. Line large cookie sheet with parchment paper. In food processor, place bell pepper and pineapple chunks. Cover; process with on-and-off pulses until finely chopped. Stop machine and scrape sides of bowl, if necessary.
In 1-quart saucepan, mix reserved pineapple juice, 4 tablespoons of the vinegar, 3/4 cup of the marmalade, 1/8 teaspoon salt and 1/8 teaspoon of the cayenne pepper. Bring to a boil over medium-high heat. Reduce heat to low; simmer 15 minutes or until sauce thickens and is reduced to 1 cup.
Meanwhile, in 10-inch skillet, mix pineapple mixture, turkey, 1/4 teaspoon salt, 1/4 teaspoon pepper and remaining 1/8 teaspoon cayenne pepper. Cook over medium heat 5 minutes, stirring occasionally, or until turkey is no longer pink. Add remaining 1 tablespoon of the red wine vinegar and remaining 2 tablespoons of the marmalade. Cook 2 to 4 minutes longer or until most of the liquid is evaporated. Cool 5 minutes.
Separate dough into 5 biscuits; pat each biscuit into 7 1/2x4 1/2-inch oval. Spoon turkey mixture down center of each biscuit. Bring long sides of biscuit over filling, overlapping slightly in center. Fold up short sides to enclose filling; pinch edges to seal. Place seam side down 2 inches apart on cookie sheet. Prick tops 3 times with toothpick.
Bake 15 to 20 minutes or until golden brown. Serve with sauce.