Preheat the oven to 400°F, line a rimmed baking sheet with aluminum foil, and coat with nonstick spray.
Arrange the salmon fillets, skin side down on the prepared baking sheet, and season with salt and freshly ground black pepper.
Combine the orange marmalade, bourbon, brown sugar, and cayenne in a small saucepan and bring to a boil.
Reduce the heat to medium and cook, stirring frequently, until the glaze has thickened to the original consistency of the marmalade, 5 to 7 minutes.
Remove from the heat, stir in the butter until melted, and let cool for at least 5 minutes.
Divide the glaze evenly over each of the salmon fillets and roast until the glaze is lightly caramelized and the fish is cooked to medium doneness, 6 to 8 minutes depending on the thickness of your salmon.
Remove from the oven and serve (see notes).
Notes
Don't overcook the salmon: For best results, we recommend cooking the salmon to medium doneness. Roasting is an easy way to achieve this, but you do need to keep an eye on the fish to avoid overcooking so test your salmon with an instant-read thermometer. Wild-caught salmon is done when it reaches 120°F in the thickest portion of the fillet. Farmed salmon needs a little extra time for its added fat content, so let that cook to an internal temp of 125°F.
Remove the skin before serving: If you don't want to serve the salmon with the skin on, simply slip a thin spatula between the skin and the flesh of each fillet before transferring to individual serving plates.