For the chops: In a bowl, mix together the chili powder, salt, pepper, hot sauce and orange zest. Rub the mixture on all sides of the lamb chops. Place on a plate or baking sheet in a single layer and drizzle with some of the olive oil. Flip the chops and drizzle some on the other side. Rest at room temperature for 2 hours.
Heat a grill to medium high. Place the chops over direct heat and grill just 1 to 2 minutes on one side. Flip, grilling just 1 to 2 minutes on the other side. Remove to a clean baking sheet and cover with aluminum foil.
For the chutney: Place the orange sections in a large bowl. Squeeze the juice from the remaining membranes and flesh into a separate medium bowl. Add the marmalade, parsley, Worcestershire, hot sauce and scallion to the juice. Taste and season the sauce with a pinch of salt and a few grinds of black pepper. Pour over the orange sections in the large bowl and gently toss to coat. Serve over the rested lamb chops.