Prepare Apricot and Orange Marmalade sauce. Preheat oven to 475 degrees F.
Beat cream cheese in medium bowl with electric mixer at medium speed until smooth. Beat in ricotta, marmalade and sugar.
Trim ends from bread; discard. Slice into 8 (1 1/2 inch thick) slices. Cut pocket in each slice by cutting through top crust and almost to bottom. Carefully fill each pocket with 3 tablespoons cream cheese mixture.
Beat eggs in large shallow dish. Add milk and vanilla, whisk until blended. Dip 1 piece of bread at a time into egg mixture; turn over and allow to soak up egg mixture.
Place filled slices onto lightly greased baking sheet. Sprinkle with nutmeg. Bake 5 minutes or until golden on bottom. Turn slices over sprinkle with nutmeg. Bake 3-5 minutes or until golden on bottom . Baked toast should feel just slightly crisp on surface. Serve with Apricot and Orange Marmalade Sauce.
Makes 6-8 servings