Prepare a grill fire to 250° using hickory or pecan for smoke flavor.
Make the orange glaze in a pan by adding orange marmalade, Worcestershire sauce, dijon mustard, apple cider vinegar, brown sugar, garlic, onion, paprika, salt and pepper.
Cook over medium heat, whisking until mixture is well combined and mixture comes to a low boil. Lower to simmer, cooking 5 minutes. Pour into a jar and set aside. Cover and refrigerate if making ahead.
Remove ham from packaging and pat dry with paper towels.
Place the ham, cut side down on a rimmed baking sheet.
Score the ham by making 1 inch deep slices across the entire ham about 1 inch apart. Turn the ham and make slices in the other direction, creating a crosshatch pattern.
Brush orange glaze over the ham, pulling the slices apart to get the glaze down into the cuts of the ham.
Cook ham over indirect fire with the grill closed for one hour.
Brush ham with another layer of glaze.
Close the grill and continue to cook about another hour our until internal temperature reaches 145° using a digital meat thermometer.
Remove from grill and rest for 15 - 20 minutes.
Slice ham and serve immediately or at room temperature.