Use a fork to whip the cream cheese and marmalade in a small bowl until thoroughly combined. Spread the mixture evenly on 2 slices of bread and top with the remaining bread, creating 2 sandwiches. Slice the sandwiches into 1-inch-wide sticks. Set aside.
Whisk the eggs in a medium bowl and stir in the milk. Set aside.
Place the cereal in a resealable plastic bag and crush into tiny pieces with a rolling pin or mallet. Transfer to a wide, shallow bowl.
Dip each sandwich stick in the beaten egg, coating each side, then into the crushed cereal, coating completely. Transfer to a plate.
Heat the butter or oil in a large skillet over medium heat and cook the sticks in a single layer until golden, 1 to 2 minutes per side.