Prepare pork. Combine orange marmalade, soy sauce, hoisin, Shoaxing wine, minced ginger, orange zest, salt, five spice powder, and garlic in a medium bowl. Whisk until combined and reserve 2 tablespoons of marinade, setting it aside. Pour remaining marinade over pork, tossing to coat. Let sit in the fridge for at least 8 hours or overnight, turning over pork halfway through.

Remove pork from fridge and let sit at room temperature for 30 minutes.

Meanwhile, whisk together reserved 2 tablespoons marinade with 2 tablespoons honey and water.

Pour ¼ cup hot water to the air fryer basket. Place the rack on top and lay the pork in an even layer on the rack. Air fry pork for 5 minutes at 375 degrees F. Remove from air fryer and baste pork with honey glaze. Flip pork over and brush with more glaze. Continue to air fry for 10-13 minutes, basting every 5 minutes. If the water evaporates, add extra hot water to the basket.

Remove pork from air fryer and let rest for 10 minutes. Slice pork into thin slices.

Meanwhile, steam bao buns according to directions on package. Split open buns and stuff with sliced pork, cucumber, and scallions. Drizzle with hoisin sauce, serving extra sauce on the side.