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Preheat your oven to 375 degrees F. and prepare a baking sheet by lining it with parchment paper.
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Put the butter in the bowl of your stand mixer and beat it at medium-high speed for about 1 minute. You want the butter to be creamy. Add the granulated sugar and beat the mixture until it is light and fluffy (about 2 minutes). As you beat the butter and sugar, scrape down the sides of the mixing bowl occasionally. Add egg yolk and orange zest to the mixture and beat until thoroughly combined. Reduce the speed of your mixer to low and gradulally add the flour, mixing until just combined.
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Lightly flour a working surface and put your cookie dough on top of the flour. Using a lightly-floured rolling pin, roll out the dough until you have a 1/4 inch thickness of dough. You may have to sprinkle on a little extra flour to keep your somewhat-sticky dough workable. Use 1 1/2 inch cookie cutters to cut the dough into rounds. Place your cookie dough rounds a generous one inch apart on your parchment-lined baking sheets. You can re-roll the little bits and pieces of dough left after cutting your cookies. These cookies are so good that you will want to get every last cookie out of your batch of dough.
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Make a small indentation on the top of each cookie. You can use your thumb; I used a wine cork. Fill each indentation with 1/4 teaspoon of marmalade.
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Bake cookies at 375 degrees F. until edges begin to brown, about 12 minutes. Remove baked cookies from the oven and let them cool on the baking sheet for about 2 minutes and then on a wire rack until they are completely cool.
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When the cookies are cool, dip one half of each cookie in melted chocolate. Melt the chocolate in a double boiler over simmering water (or in your microwave oven). As you melt the chocolate whisk in tablespoons of butter (one tablespoon at a time) to give you a good dipping consistence.