PREHEAT the oven to 400°. LINE a 13x9x2-inch pan with ALCAN® NON-STICK ULTIMATE GRILLING FOIL ; set aside.
TRIM skin and excess fat from ham, leaving a thin layer of fat. Score surface of ham by lightly cutting diamond shapes into the thin layer of fat on the ham. PLACE the ham in the foil-lined pan with skin side up; set aside.
COMBINE brown sugar, cornstarch, ground cinnamon and cayenne pepper in a large microwave safe bowl until thoroughly mixed. ADD marmalade, orange juice and lemon juice to the bowl. WHISK gently until mixture is thoroughly blended.
COVER bowl and vent for steam to escape. MICROWAVE 4 minutes on high power. Remove and CAREFULLY WHISK until smooth. Recover and continue HEATING on high power for 2 to 4 minutes, carefully whisking every 2 minutes until hot, bubbly and slightly thickened. BRUSH half the glaze over the ham. Reserve the remaining glaze to serve with ham.
BAKE for 45 minutes in preheated oven, basting with the glaze every 15 minutes, until ham is golden browned.
COVER ham with a fresh sheet of foil and let stand 15 minutes before slicing. SLICE ham and serve drizzled with warm glaze.