In a large bowl, whisk together 1/2 cup soy sauce, the chopped cilantro, 2 teaspoons ginger, 1 tablespoon sesame oil and the lemon zest.
Peel the shrimp (leaving tails on) and devein. Add to the soy mixture and marinate, covered, for about 15 to 20 minutes at room temperature.
Drain the shrimp in a colander, spread out on paper towels, and pat dry.
Pour oil into a deep, heavy pot to a depth of 3 inches and heat to 375° F. Meanwhile, spread out wonton wrappers. Working with one wrapper at a time, put several cilantro leaves and stems along wrapper edge nearest you. Top them with a shrimp, arranging the shrimp lengthwise so that the tails extend beyond the wrapper. Fold the wrapper edge opposite the tail over the shrimp.
Brush the far edge of the wrapper with water and, starting with the near edge, roll the wrapper loosely around the shrimp, forming a package. Press seam firmly to seal.
Preheat the oven to 200° F and put a shallow rack in a baking pan. When the oil reaches 375° F, fry the wontons in several batches (so as not to crowd them), flipping midway through cooking, until they turn medium golden brown (about 1 1/2 to 2 minutes). If the shrimp begins to brown too quickly, reduce the temperature.
Lift the shrimp out with tongs, draining excess oil, and transfer to baking pan; keep warm in oven.
In a small bowl, whisk together the orange and lemon juices, 2 teaspoons ginger, 1/2 cup soy sauce, 1 tablespoon sesame oil, marmalade and green onions.
Serve the wontons hot, with the dipping sauce on the side.