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Combine the cream cheese, milk, cream, sugar, zest, juice, and sea salt in the pitcher of a blender. Blend on low speed until smooth. Pour into a zip-top plastic bag and set in an ice bath in the fridge. Chill for an hour or longer.
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Process chilled ice cream base according to your ice cream maker's instructions. Note that this is a thick ice cream, so you may need to stop and (very quickly) scrape down the sides during process time.
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Spoon a thin layer of ice cream on the bottom of a freezer-proof container. Next, spread 1/4 cup of the marmalade. Repeat this process until you have 4 layers of marmalade and 6 layers of ice cream. Cover and set in the freezer to cure for at least 3 hours, but preferably overnight.
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Serve ice cream with citrus segments and strips of zest.
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Ice cream has the best texture for 3 days after it's made. Before serving, set ice cream on the counter for 10 minutes to soften.