For sauce, stir together catsup, marmalade, vinegar, celery seed, chili powder, and hot pepper sauce.
Arrange preheated coals around a drip pan in a covered grill. Test for medium heat above the pan. Place chicken, bone side down, on the grill over the drip pan. Cover and grill for 50 to 60 minutes or until chicken is tender and no longer pink, brushing occasionally with sauce during the last 10 minutes of grilling. Heat any remaining sauce. Serve sauce with chicken.