In a medium mixing bowl whisk together the marmalade, olive oil, Worcestershire sauce, fresh orange juice, fresh lemon juice, dried thyme, dried oregano, salt, and black pepper until smooth to make the marinade.
Stir the thinly sliced shallot into the marinade.
Place the chicken halves in a deep dish or casserole dish and pour about half of the marinade over them; use a pastry brush to coat all sides.
Cover the dish with plastic wrap and refrigerate for at least 2 hours, turning the chicken at least once to marinate evenly.
Preheat the oven to 375°F (190°C).
Lightly spray a large baking sheet or roasting pan with nonstick spray or line it with parchment paper.
Arrange the orange and lemon slices in a single layer on the prepared baking sheet.
Transfer the marinated chicken halves to rest on top of the citrus slices and pour the remaining marinade over the chicken.
Bake in the preheated oven for 45 to 55 minutes, basting every 15 minutes, until a meat thermometer inserted into the thigh reads 165°F and juices run clear.
Remove the chicken from the oven and let it rest 10 minutes before carving.