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 30 minutes. Season with salt and pepper. Let cool.
Divide the ham among the buns. Top with the pineapple marmalade.