Prepare your syrup ahead of grilling the French Toast. Melt the OJ, butter and sugar over a low heat while whisking to blend ingredients together. Keep syrup warm while cooking toast.
Halve the individual slices of bread while still partially frozen. Then slice individual halves to create a pocket being careful not to slice completely through.
Mix the cream cheese and the apricot preserves together to make a creamy mixture. Fill each pocket with the cream cheese mixture.
In a separate bowl whisk the following ingredients together; eggs, milk, cinnamon, nutmeg and vanilla.
Dip each piece of pocket-filled bread into the egg mixture making sure to thoroughly coat each piece. Melt a small amount of butter on the grill to season it. Grill bread on griddle set at medium temperature until both sides of the toast are golden brown. Serve with orange syrup.