Preheat oven to 425. Grease 15x10 inch baking sheet, set aside. In a medium bowl or food processor, combine baking mix, cinnamon, cream cheese and butter or margarine until crumbly. Blend in milk. Dough will be slightly stiff. Turn out dough on a lightly floured board, knead 10 times.
Place on a greased baking sheet. Roll out dough to a 14 x 9 rectangle. Spread 3/4 cup marmalade lengthwise down center 1/3 dough. Starting at jam edge, cut pastry on both sides into 1 1/2 inch wide strips, cutting outward. Alternating sides fold dough strips over top of marmalade. Pinch ends together to prevent filling leaking.
Bake 15 minutes or until golden brown. Dust with powdered sugar.
Garnish with remaining 1/4 cup marmalade.