Heat oven to 375°F. Spray cookie sheets with cooking spray. In medium bowl, mix chicken, bell pepper, carrots, cashews, onions, marmalade and garlic-pepper blend; set aside.
Work with 2 phyllo sheets at a time. Cover remaining sheets with plastic wrap and damp towel. On work surface, stack 2 phyllo sheets. Spray with cooking spray (2 seconds). Cut in half crosswise, forming 2 (9x7-inch) rectangles.
Spoon 1 rounded tablespoon chicken mixture on short end of each rectangle. Roll up; twist about 1 inch from each end, sealing tube and forming firecracker shape. Place seam side down on cookie sheet.
Repeat with remaining phyllo sheets and chicken mixture. Spray tops of appetizers with cooking spray (1 second for 2 appetizers).
Bake 18 to 20 minutes or until crisp and brown. Meanwhile, in small bowl, mix hoisin sauce and orange juice for dipping sauce. Serve sauce with warm "firecrackers."