1. Heat the oven to 400 degrees F. Place the salmon into a medium bowl. Add the lemon juice and 2 tablespoons teriyaki sauce and toss to coat.
2. Unfold the pastry sheets on a lightly floured surface. Cut each pastry sheet into 16 (1/2-inch wide) strips crosswise, making 32 in all. Cut each strip in half crosswise, making 64 in all. Place 2 strips on a baking sheet to form a cross shape. Repeat with remaining strips. Place 1 piece salmon in the center of each pastry cross. Fold the ends of the pastry cross over the filling and press to seal. Turn the pastries seam-side down on the bakingsheets.
3. Bake for 20 minutes or until the pastries are golden brown. Stir the marmalade and remaining teriyaki sauce in a small bowl. Serve the pastries on 3-inch wooden skewers with the marmalade mixture for dipping.