Preheat oven to 400 degrees, and place rack in top third of oven.
Cut each yam in half lengthwise, then crosswise into 3/4 inch half-rounds. Toss yams with oil, and spread on a baking sheet. Bake, turning occasionaly, until tender and lightly browned, about 30 minutes.
Mix butter, marmalade, orange zest, and chipotle in a small bowl. Set aside at room temperature.
Remove yams from oven. Dollop heaping teaspoons of orange butter over yams, and stir gently to coat.
Return to oven, and bake until the mixture reduces to glaze, about 5 minutes. Season lightly with salt and serve warm.
NOTE: The yams can be prepared ahead of time, reheat in a 400 degree oven. The glaze can be prepared up to 3 days ahead. Store in the refrigerator, and bring to room temperature before using.