Mix flour, baking powder, salt and sugar in a large bowl. In a separate bowl, mix butter, vanilla, egg yolks, buttermilk, orange juice, and orange zest. Fold the wet into the dry.
Heat oil to 375°F.
Whip the egg whites to medium peaks and gently fold into the batter.
Using a scoop, put finished batter into the oil. The wet batter should be a little less than a golf ball. They will puff up.
Cook on one side until golden brown and then flip and cook on other side.
While doughnuts are frying, mix the marmalade and bourbon for the glaze.
When doughnuts are golden on both sides, remove from oil and drain on a paper towel.
Dust the fried dough with lots of powdered sugar and drizzle with orange glaze.