Place the ham, cut side down, in a large roasting pan. Insert the cinnamon sticks partially into the scored ham at even intervals. Skewer 1 orange slice and 1 lemon slice onto each cinnamon stick and push the slices down so that they fit snugly against the ham. Tuck the bay leaves around the orange slices. Sprinkle the ham with the black pepper. Bake the ham, uncovered, until it reaches an internal temperature of 150 degrees F on an instant-read thermometer, about 2 hours. Baste the ham with the glaze during the last hour of cooking.
Make the glaze when the ham first goes into the oven: Combine the marmalade, brown sugar, orange juice, water, hot sauce, ginger, and cloves in a medium saucepan and bring to a simmer. Cook until mixture reduces to a glaze consistency and coats the back of a spoon.