1. For the marinade, in a large bowl combine orange juice, olive oil, lime juice, onion, coriander seed, cumin seed, salt and sugar; set aside.
2. With small knife or scissors, cut slit through shell along curved side of each shrimp and devein (leave shells on). Stir shrimp into marinade; cover and chill in the refrigerator 1 hour.
3. Prepare grill according to manufacturer's directions for direct grilling.
4. Meanwhile, for the glaze melt marmalade in medium microwaveproof bowl on High, 30 to 40 seconds; stir in tequila and jalapeno. Transfer half of mixture to another bowl for dipping sauce.
5. Arrange bell peppers in a single layer on a large microwaveproof plate. Microwave on High, 2-1/2 to 3 minutes, just until tender-crisp. Skewer one piece of bell pepper on one of 6 skewers. Fold orange slice in half and skewer through peel. Skewer 4 shrimp through head and tail; follow with an orange slice and piece of bell pepper. Repeat on other skewers.
6. Oil grill. Brush all sides of kebabs with glaze. Grill kebabs over medium coals, 3 minutes; brushing with more glaze. Turn and grill 3 minutes more; brush with remaining glaze. Serve immediately with reserved dipping sauce. Makes 6 servings.