1Heat coals or gas grill for direct heat. In small bowl, mix marmalade and 1 tablespoon of the mustard.
2Brush oil over pork. Cover and grill pork over medium heat 15 to 20 minutes, turning occasionally, until pork has slight blush of pink in center and meat thermometer inserted in center reads 160°F. Lightly brush 1 tablespoon marmalade mixture over pork for last few minutes of grilling.
3Spread remaining 3 tablespoons mustard on one side of bread slices. Cut pork into thin slices. Place lettuce and pork on half of bread slices. Heat remaining marmalade mixture to boiling; drizzle over pork. Top with remaining bread.