Beat eggs and mix with milk in a medium bowl. Add vanilla extract. Spray skillet with nonstick spray and heat to medium-high. Dip bread strips into egg mixture, soaking bread through.
Place strips in skillet and cook just until golden brown on each side. Put on serving platter.
Mix marmalade with butter and spoon on top of french toast fingers. Sprinkle with powdered sugar through a sieve.
You can also make the fingers ahead of time. Lay them on a cookie sheet covered with wax paper after soaking. Do not let them touch. Freeze until frozen and place in a plastic bag until ready to use.