Rinse and pat dry each hen. Season cavities with salt. Sauté onions in 1 tablespoon butter. Stir in rice and chopped nuts.
Stuff hens with rice mixture. Close with skewers or kitchen string. Melt remaining 2 tablespoons butter in small saucepan.
Add marmalade and orange juice, blending until smooth. Brush hens with marmalade mixture.
Place hens on grate in 225°F pre-heated smoker and cook for 2-2½ hours. Brush with remaining glaze before serving.