Preheat oven to 375°.
Combine sifted flour and baking powder and set aside.
In a mixer, blend oil, sugar, and salt on starting on low speed, gradually increasing speed to high, until creamed. Add eggs one at a time and continue beating until well blended. Add a little bit of the flour to thicken the mixture. Add orange juice slowly, alternating with the rest of the flour and the cocoa powder. Add vanilla and orange extract and beat until well combined. Place dough in refrigerator for one hour, or until firm enough to work with.
When dough is firm enough to work with, remove from refrigerator roll out until dough is about 1/8" thick. Cut out the dough with a 3 " round cookie cutter. Place the cut cookie dough rounds on a baking tray lined with baking paper and fill with a TBS. of orange marmalade in the center (you can add a little more if you like). Fold the dough around the filling to make a triangular shape. You can paint the inside edge of the dough with light egg-wash if you need to keep the folds sticking. Bake for 10-12 minutes, turning half way through baking.