Grate the peel from 1 of the Moro blood oranges. Take 1 teaspoon and combine it with the goat cheese in a bowl.
Use a sharp knife to zest the remaining 3 blood oranges, taking care to cut only the orange part of the peel and avoid the bitter white pitch.
Cut the peel into small pieces and add to a saucepan.
Now, cut away as much of the white pith as you can from all 4 blood oranges. Do it over a bowl to catch any juice that runs off.
Once the pitch has been removed, cut between the membranes to release all the flesh from the oranges. Squeeze any juice that clings to the membranes into the bowl, and then discard the membranes.
Chop the blood orange flesh into small chunks and add to the saucepan along with any juice collected along the way.
Stir in the honey and 1/4 teaspoon coarsely ground black pepper.
Turn the heat under the saucepan to a medium high setting and bring the mixture to a boil.
Cook, uncovered, about 10 minutes, stirring frequently. The marmalade should thicken and reduce to about 1/2 cup.
Turn off the heat and allow the marmalade to cool. Season with a squeeze of fresh lemon juice and a little more black pepper to taste.
To assemble, spread the goat cheese onto toasted slices of baguette and then top with marmalade.