Prepare the orange shells: Cut the oranges across in halves. Remove some of the pulp from the orange halves and cut a thin slice off the bottom to level shells. Fit the orange shells with a band of foil, doubled, to form a standing collar extending 1 1/2-inch above orange shells.
In a mixing bowl, combine the ice cream and orange juice concentrate. Soften and mix well to combine. Fill the prepared orange shells, level with the foil.
Freeze for 2 to 3 hours. Just before serving coat the top of each soufflé with orange marmalade. Remove the foil surrounding shells and serve.