Preheat the oven to 200C/Gas 6/fan oven 180C. Cut the orange and lemon in halves and squeeze juice from one half of each fruit into a small bowl. Mix in the marmalade and 1 tablespoon of the olive oil. Season well and set aside.
Cut 3-4 diagonal slashes in each chicken breast, then stuff a sprig of thyme in each slash. Put chicken and onion into a large gratin dish or roasting tin.
Cut the remaining orange and lemon halves into thin wedges, arrange around the chicken and spoon marmalade mixture over the top. Scatter over a few more thyme sprigs and season with black pepper. (You can prepare up to this point a couple of hours ahead, and keep in the fridge covered in cling film.)
Bake for 30-35 minutes until golden and cooked through. Ten minutes before you are ready to serve, prepare the quinoa according to the packet instructions, then stir in remaining olive oil and chopped parsley.
Put a chicken breast on each plate, surround with the fruit wedges and spoon juices over. Serve the quinoa in a bowl, for people to help themselves.