Heat the oil in a large frying pan over a moderate heat. Add the chicken and cook gently for 5–6 minutes on each side, or until golden brown and cooked through. Transfer the chicken to a plate and cover with foil to keep warm.
Grate the zest from one of the oranges and squeeze the juice from both (there should be 1½ teaspoons zest and 150 ml juice). Add the shallots to the pan and cook, stirring, for 3 minutes until light golden. Stir in the orange juice and zest, lemon juice, marmalade and rosemary. Season with salt and pepper and bring to the boil.
Add the cornflour paste to the sauce, then simmer for 1 minute, stirring, until slightly thickened.
Slice the chicken on the diagonal and serve with the sauce spooned over the top. Garnish with sprigs of rosemary.