Preheat the oven to 375°F. Keeping the stems intact, slice each pear in half lengthwise. Carefully spoon out the core and centers of pears, leaving about a ½" thick shell. Place pears, cut-sides down, on paper towels to drain any juices.
In a small mixing bowl gently combine the granola, nutmeg, a scant ½ teaspoon cinnamon, and ¼ cup blueberries.
Spoon the granola-blueberry mixture into each pear (you may need to cut a thin slice off the bottoms of the pears so they sit flat). Place pears in a 7"x11" baking dish. Pour orange juice into the dish around the pears and sprinkle the remaining cinnamon over the orange juice and pears.
Place the dish on the center rack of oven and bake until the granola mixture is golden brown and pears are hot and tender, approximately 20-25 minutes.
Remove pears to a medium-large serving plate. Whisk the marmalade into the juices in the baking dish until combined. Add orange segments and remaining blueberries, toss to coat.
Serve with a scoop of frozen yogurt. Spoon the marmalade syrup and fruit around the serving plate, drizzle over pears and frozen yogurt.