1. Place cheese, jam, and cinnamon in a small bowl and stir to combine. Spread mixture over three of the bread slices and top with remaining slices. Cut each sandwich into eight small triangles.
2. In a small shallow dish, whisk together eggs, milk, orange zest and juice, vanilla, and cinnamon. Place cornflakes and macadamia nuts in the bowl of a food processor and process to a coarse meal; pour into another shallow dish. Dunk each bread triangle into egg mixture, let soak for one minute, flip, and let soak for an additional 30 seconds. Dredge triangles in cornflake mixture until fully coated.
3. Melt butter in a skillet over medium heat. Add half the triangles and let them brown and crisp, about three minutes. Flip and cook three minutes more. Remove from heat and cook the second batch. Serve warm with cocktail picks and maple syrup for dipping.