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.

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.

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.

Serve ice cream with citrus segments and strips of zest.

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.