Incise the skin of duck breasts diamond-shaped, put in a sealed container. Remove the zest from the oranges, cut it into strips. Pour a mixture of breast orange juice with zest and port-wine with sugar. Marinate 6 to 12 hours. Drain breasts skin side down and cook for 3 minutes on high heat, turn and cook another 3 minutes. Put in a refractory form and bake at 160 degrees Celsius for 10 minutes. In a frying pan, where the grilled breast boil the marinade with a sprig of rosemary, add the jam and boil down by half. Add very cold butter. Add salt and season with cayenne pepper and liqueur. Serve slices of breast with sauce.