Combine the sugar and 1/4 cup water in a small saucepan. Bring to a simmer over medium-high heat and stir until the sugar is dissolved, 3 to 5 minutes. Let cool completely. (The syrup will keep in the refrigerator for up to 2 weeks.)
Combine the tequila, lemon juice, 1/2 ounce of the sugar syrup and the marmalade in a cocktail shaker and fill with ice. Shake until very cold, 30 seconds to 1 minute.
Strain into a tall glass filled with ice. Top with the prosecco and garnish with an orange twist.