Preheat the oven to 180 degrees C. Coarsely grind the pink and native peppercorns. Finely chop the thyme leaves and rosemary leaves to give 1 tablespoon of each. Peel and crush the garlic. Combine all this on a plate.
Roll the fillet in the peppercorn mixture and press on well.
Heat the oil in a baking dish on top of the stove, then add the fillet and sear for 2–3 minutes, until sealed on all sides.
Add the port and stock to the baking dish. Transfer the dish to the oven and cook the fillet for a further 12 minutes.
Transfer the baking dish back to the stove top and remove the meat. Place on a heatproof plate and return to the turned-off oven to keep warm. Add the marmalade to the baking dish and cook over moderate heat, stirring often, for 4–5 minutes, until the liquid has reduced and thickened slightly.
Slice the fillet on the diagonal, arrange the slices on heated serving plates and spoon over the sauce. Garnish with the rosemary.