Soak top and bottom of clay cooker 15 minutes. Drain.
Grate lemon rind; squeeze juice and sprinkle on chicken pieces. Coat chicken with a mixture of flour, salt, and paprika. Place skin sides up in cooker. Mix lemon rind, marmalade and sherry; drizzle over chicken. Place covered cooker in cold oven. Set oven temp. To 450 degrees. Bake 1 hour. Remove cover; bake until chicken is crisp and brown, about 8-10 minutes. Spoon sauce over chicken.