Preheat the oven to 375 degrees F. Line a baking sheet with nonstick foil.
In a medium bowl, combine the marmalade, orange zest and juice, orange liqueur, vinegar, a pinch of salt and 1 teaspoon black pepper. Set aside.
Pull the side flaps of overhanging skin taut underneath the chicken on each side to make the thighs into nice, tight packages. Sprinkle the chicken generously with salt and pepper and arrange skin-side up in a single layer in the center of the lined baking sheet.
Spoon 1 tablespoon of the orange sauce over each piece of chicken. Roast for 20 minutes.
Meanwhile, toss the broccoli and shallots together in a medium bowl with the oil and season with salt and pepper.
Spoon another tablespoon of the sauce over the top of the chicken. Arrange the broccoli and shallots around the chicken on the baking sheet. Continue to toast until the chicken is cooked through and the broccoli and shallots are soft and caramelized, an additional 15 to 20 minutes.