In a shallow dish or plate combine salt, pepper, Old Bay, smoked paprika and cayenne pepper. Rub a generous amount of the spice blend onto each side of the filets to coat well. Chill the coated fish in the fridge for 30 minutes.
In a heavy pan over high heat, spray the olive oil until the pan is well coated. Add the fish to the hot pan.
With a fish spatula or thin spatula, turn the fish after 1 minute or when the fish easily releases from the surface of the pan. Do not force the fish- it wear tear. Cook on low heat for another 1-2 minutes. Remove the fish from the pan- keep warm.
In the same pan over medium low heat, melt the butter, stir in the marmalade and lemon juice whisking well to cook. Add the fish back to the pan spooning the sauce over the fish to coat.
Serve the snapper hot with extra sauce poured over each filet.