For the sauce: Heat the oil in a heavy saucepan over medium heat. Add the onion and cook until caramelized to golden, about 6-7 minutes. Add the garlic and cook for 1 minute. Add the ketchup, marmalade, lemon juice, mustard, and salt, stirring to combine. Bring the sauce to a simmer and reduce the heat to medium-low. Simmer, stirring regularly, for 20 minutes. Season with hot sauce according to taste.