Add orange marmalade and lemon juice to a cocktail shaker and stir with a bar spoon to loosen up the marmalade.
Add ice, gin, and cointreau and shake vigorously for 15 seconds.
Strain into a martini glass and squeeze an orange peel over the drink and drop it in.
Garnish with cinnamon sugar toast if desired and serve.
Notes
I don't recommend substituting vodka for the gin.
Some pulp from the marmalade will make it through the strainer. If you'd prefer a perfectly smooth drink, you can strain again over a fine mesh strainer to catch it.