Cut oranges in half. Remove juice and pulp; flute edges. Rinse and drain cups.
Add butter, salt, cream, and bourbon to mashed potatoes. Beat well and add walnuts. Fill orange cups with hot mixture and place in pan with a small amount of water in bottom. Bake at 400° until potatoes are thoroughly heated. Place marshmallows on top and return to oven. When marshmallows are melted and golden brown they are ready to serve.