For the turkey and marinade: Combine the pineapple, Worcestershire, cumin, oregano, garlic powder, onion powder, black pepper, orange zest and juice and lime zest and juice in a large bowl. Add the turkey breast, toss to coat and cover tightly with plastic wrap. (Or pour the marinade into a resealable plastic bag with the turkey breast.) Marinate, refrigerated, for 3 to 4 hours.
For the rub: Combine the salt, oregano, cumin, onion powder, garlic powder and some black pepper in a small bowl.
Preheat a grill to 350 degrees F.
Remove the turkey from the marinade and pat dry with paper towels. Rub the turkey all over with the rub, then lightly oil the skin.
Place the turkey skin-side down on the grill. Cook until the skin begins to lightly char and crisp, about 10 minutes. Flip the turkey, then cover the grill and cook until the turkey registers 165 degrees F, 40 to 45 minutes more. Loosely tent the turkey with foil and let rest for about 10 minutes before slicing.
For serving: Serve the sliced turkey on buns with the Sweet-and-Sour Pineapple Marmalade and sliced red onion.
Sweet-and-Sour Pineapple Marmalade:
Whisk the orange juice, vinegar, brown sugar and 2 tablespoons water in a medium saucepan over medium-high heat until the sugar dissolves, about 2 minutes. Add the pineapple, red onion and jalapeno. Bring to a low boil, then reduce the heat to a simmer. Cook, stirring occasionally, until the mixture thickens, 15 to 25 minutes. Season with salt and pepper. Let cool.