Grease the base and sides of a 20cm round cake tin with a removable base.
Put the butter, sugar, orange zest and vanilla in the bowl of an electric mixer, then beat with the paddle on medium speed for about two minutes, until creamy.
Add the egg yolks one at a time, beating to incorporate each one fully before adding the next.
Sift the flour into a small bowl, then stir in the ground almonds and salt.
With the mixer on low, add these dry ingredients in three or four instalments to the wet ingredients in the mixer until it comes together into a dough that's somewhere between a cake batter and cookie dough.
Spread half the dough (about 300g) evenly over the base of the cake tin, then freeze for 15 minutes, or until just firm.
Dollop the marmalade on top of the frozen dough, then spread it out into an even layer, leaving a 1cm border all around.
Freeze again for 15 minutes, then carefully place spoonfuls of the remaining batter on top.
Spread these out into an even layer that completely covers the marmalade, then put in the fridge.
Heat the oven to 180C (160C fan)/350F/gas 4.
When the oven is at temperature, make the glaze.
Beat the egg yolk, milk (or cream) and salt in a small bowl, then brush evenly over the top of the cake.
Score a cross-hatch pattern on top by dragging a fork across the surface: start with three sets of parallel lines, then rotate the tin slightly and repeat.
Bake for 45 minutes, until golden brown and shiny on top.
Transfer to a rack to cool, then release the cake from the tin.
Cut into small slices and serve with strong coffee.
