For the Scotch: Cut the pepper in half and add it to a jar with the Scotch, infusing for 5 to 10 minutes. Remove the pepper (don't touch your eyes when handling the peppers, lest you end up like us, typing with one eye swollen, on fire with pepper oil). Trust us, this gets hot.
For the cocktail: In a shaker with ice, add 4 ounces infused Scotch, lemon juice, marmalade and bitters, and shake vigorously. Strain into an up glass. Garnish with the tiniest slice of pepper. Sip slowly and keep a fire extinguisher on hand.