In a small pot, combine the uncooked millet and almond milk. Bring to a boil, then reduce the heat and simmer, stirring occasionally, until the millet has absorbed the almond milk, about 15 minutes. Pay attention as the millet is done cooking and stir more frequently to prevent burning.
Meanwhile, in a large skillet, heat the coconut oil over medium-high heat. Add the apple slices and cinnamon and toss to coat the apples in the cinnamon and oil. Add the water and cook, stirring frequently, until the apples are tender and golden, about 5 minutes. Remove from heat and stir in the orange marmalade.
To serve, spoon about 1/2 cup of millet into 4 bowls. Divide the cinnamon-orange apples among the bowls and sprinkle the top of each with 1 tablespoon of chopped pecans.