It's marmalade in the same sense that onions cooked all the way down are marmalade.
Use any basic braise, or simmer them in a stewpot with water to cover and a couple of cinnamon sticks and a half dozen star anise. Refrigerate overnight, discard the hardened fat on top of the liquid and take the meat off the bones, discarding the chunks of fat within and around the meat. Then cook the meat and liquid down to a jam.
I can't help you with the recipe, but I do adore this dish at both Blue Ribbon branches... especially with this those ghastly femur bones oozing with beef marrow. It's perhaps the best (and, alas, most filling) "appetizer" in the city.
Tonight I'm making an oxtail/red wine braise that takes about 4 hours, after which the braise (which contains stock, aromatics, porcini mushrooms, red wine, spices and lots of oxtail ooze) will be reduced to a goopy "compote," leaving me with something that I would guess is not far off from what BR serves.
So perhaps what you need is simply a good oxtail braise recipe whose liquid you can reduce down the texture of marmalade, though I suspect it may need something for an additional touch of sweetness (brown sugar? balsamic? figs? I'm not sure)...
and I don't believe their dish is literally a "marmalade," is it? (I don't recall it actually containing citrus rind)
sorry I can't be more helpful