Combine cream cheese and orange marmalade - mix well. Divide mixture evenly between 4 slices of bread. Spread mixture evenly over each slice of bread. Top with another slice of bread. Set Aside.
For Egg Mixture: Combine cinnamon, nutmeg, Grand Marnier/Cointreau and vanilla extract in a deep dish pie plate - mix well. To this add, heavy cream and milk, mix well. Then add 4 well beaten eggs. mix well - Set aside.
Dip 4 stuffed bread slices into egg mixture, coating completely.
Melt 1 tbsp. butter in large nonstick skillet over medium heat. Add dipped bread to skillet. Cook until golden brown, about 2 minutes per side. Serve with warm Orange Syrup.
For Orange Sauce: Combine 1 cup orange juice, 2 tbsp butter, 2 tbsp orange marmalade and 2 tbsp honey in saucepan and reduce down to about 1/2 cup. Keep warm on stove until ready to use.