In a small bowl combine jam, orange peel, and rosemary. Spread half of the graham crackers with jam mixture. Place 2 rectangles of chocolate on top of jam on each graham cracker; set aside. Lightly coat a long metal skewer with cooking spray. Thread marshmallows on the skewer, leaving 1/2-inch space between marshmallows.
For a charcoal or gas grill, hold marshmallow skewer just above grill rack directly over medium heat about 2 minutes or until marshmallows are soft and lightly toasted, turning occasionally.
Working quickly, use a fork to push one marshmallow onto each chocolate-topped graham cracker. Top with remaining graham crackers; serve immediately.