Preheat oven to 425 degrees F.
For Biscuits: Combine dry ingredients for biscuit. Cut shortening into dry mixture. Add buttermilk and blend. Roll out biscuit dough on floured waxed paper until about 3/4 of an inch thick. Cut with a round biscuit cutter as if you were making biscuits. You'll get approximately 10 to 12 biscuits. Roll out each individual biscuit until it is 5 inches in diameter and 1/4-inch thick.
On each biscuit, layer butter, marmalade and brown sugar. Roll up each biscuit and slice into 3 pinwheels of equal size. Place rolls in 2 (7 by 7-inch) baking pans. (You can also use other dimensions of pans. The key is to keep the rolls close together). Bake for 10 to 12 minutes or until golden brown. Let cool for 5 to 10 minutes before icing.
For Icing: Mix powdered sugar, orange juice, margarine, cream cheese, salt, vanilla, and orange zest until smooth. Drizzle over rolls.
A viewer or guest of the show, who may not be a professional cook, provided this recipe. It has not been tested for home use.