In bowl of food processor, combine onion, orange juice, oregano, olive oil, garlic, lime juice, zest, cumin, salt, black and cayenne pepper. Process until blended.
Flatten chicken between wax paper with flat side of meat mallet or rolling pin to an even thickness. Place chicken breasts in large food storage bag. Pour marinade over chicken. Refrigerate 2-6 hours.
In a small bowl, combine mayonnaise, marmalade, lime juice and zest. Cover and refrigerate.
Remove chicken from marinade; discard marinade. Season both sides of chicken with salt and pepper. Using direct heat cooking method, arrange chicken breasts 4-5 inches over medium heat. Grill, covered about 10-15 minutes, turning once. Internal temperature should reaches 170 degrees.
While chicken in grilling, slice breads horizontally. Lightly brush each half with 1/2 tablespoon butter and place on grill until lightly toasted.
To Assemble: Place one slice provolone cheese on bottom pieces of bread. Place chicken on top of cheese and top with remaining bread. Serve immediately with marmalade-mayonnaise dipping sauce.