This unexpected crostini packs a punch of flavor!
Place goat cheese in small bowl. Finely grate 1 teaspoon peel from 1 blood orange; stir peel into cheese. Using vegetable peeler, remove peel (orange part only) in strips from remaining 3 oranges. Cut peel into 1/8- to 1/4-inch pieces and place in medium saucepan. Using small sharp knife, cut white pith from all 4 oranges.
Working over another small bowl to catch juices, cut between orange membranes to release segments. Squeeze any remaining juice from membranes into bowl. Discard membranes. Coarsely chop orange segments and add to saucepan along with any juices. Add juices from bowl to saucepan. Stir in honey and 1/4 teaspoon coarsely ground black pepper.
Bring to boil over medium-high heat and cook uncovered until thick and reduced to 1/2 cup, stirring frequently, about 10 minutes. Cool. Season with more ground black pepper to taste and with fresh lemon juice, if desired.
DO AHEAD: Cheese and marmalade can be made 1 day ahead; cover separately and chill. Bring to room temperature before assembling crostini. Top toasted baguette slices with goat cheese, then marmalade. Place crostini on platter and serve.