Sift flour into bowl, and mix in baking powder. Add butter, egg yolk, sugar, cognac, and lemon peel; and knead to make a fairly soft dough. Separate into 2 parts. Roll one out into a fairly thick crust; place in a square pan. Break off a piece of dough from the remaining half and roll between your palms into a coil to fit around the crust. Wet the edge of the crust with a little water and gently press the coil around the edges, so it adheres to the crust, and against the sides of the pan; shape with the fingers to form the side crust. Spread the marmalade over the bottom crust. Shape additional coils, each about as thick as your little finger, from the rest of the dough, and lay them on the marmalade in a crisscross latticework pattern. Join to the crust with a little water. Bake in preheated 150ºC . oven for 30 to 40 min. Cool and cut into squares.