Combine 2 1/4 cups London dry gin, 1 cup fresh lemon juice, and 3/4 cup Grand Marnier in a large pitcher; chill until very cold, at least 2 hours and up to 1 day. Mix 4 large egg whites* in a small jar; chill until cold. For each cocktail, shake 2 1/2 ounces gin mixture, 1/2 ounces egg white, and 1 teaspoon orange marmalade in a cocktail shaker until very frothy, about 1 minute. Fill with ice; shake until outside is frosty, about 30 seconds. Strain into coupe glass.