Heat water, butter, honey and sugar until the butter has melted. Remove from the heat and stir in the spices and Grand Marnier.
In a large bowl mix the flours and baking powder together. Add the orange zest and stir to combine. Pour in the syrup which should still be fairly hot. Stir until combined.
Put 12 cake cases into a tin. Divide the cake mix into the cases and then chill for half an hour.
Preheat the oven to 200°C/ 392F/Gas 6.
Using a teaspoon, make a little well in the centre of the batter and fill with half a tsp of marmalade.
Bake the nonnettes for 20 minutes. They should spring back when pressed.
Allow to cool completely before unmoulding. Dust with icing sugar.