Preheat oven to 350. Have ready a rimmed baking sheet. In large shallow bowl, whisk together eggs, milk orange zest and juice and vanilla. Lay 1 bread slick on a work surface and spread with 1/4 each of the cream cheese and marmalade. Top with another slice. Repeat with remaining bread, cream cheese and margarine. Put a griddle over medium high heat til hot. Lightly oil the griddle. One at a time, dip sandwiches in egg mixture and turn gently to cot evenly, keeping sandwiches intact. Let stand until bread has soaked up some of the egg mixture, about 30 seconds. Remove sandwiches form egg mixture, letting the excess drip back into the bowl. Put on hot griddle. Cook til bottoms are golden brown, about 2 minutes. Flip sandwiches and brown the other sides, about 2 minutes more. Transfer to baking sheet. When all 4 sandwiches are on the sheet, put the sheet in oven and bake til cream cheese melts, about 10 minutes. Serve French toast sandwiches at once with butter and maple syrup. You can experiment with other fruit preserves, such as raspberry or apricot in place of the orange marmalade.