Line the bottom of a 7-inch Spring-form pan with Parchment Paper, and set it aside.
In the mixing bowl of a stand mixer, place the Orange Cake mix, Egg, Milk, and Oil, and mix on low speed until all ingredients are mixed. Turn the mixer on high speed and mix for a minute. Scrape down the sides, and mix again.
Pour the cake batter into the Spring-form pan.
Place in the oven at 350 degrees for about 20 minutes, or until a toothpick inserted in the center comes out clean. Remove the pan from the oven, and place it on a wire rack to cool completely.
In the mixing bowl of a stand mixer, place the softened cream cheese and mix until smooth. Scrape down the sides of the bowl, and add the vanilla and orange juice, and mix to blend. Add the Heavy Cream, and mix until thick.
Add the Powdered Sugar a little at a time, mixing between additions until well blended, and the Cheesecake batter is thick and creamy.
Check the Spring-form pan to see if the cake is cool - if the cake is still warm, place it in the freezer for about 15 minutes to cool.
Remove the pan from the freezer, and pour the Cheesecake Batter into the pan on top of the Orange Crust.
Smooth out the top with a spatula, and place dollops of the Orange Marmalade in the center of the Cheesecake, and swirl the Orange Marmalade into the Batter about an inch or so down into the batter, and across the top of the Cheesecake.
Place the Cheesecake in the Freezer, overnight for best results.