03Preheat oven to 325°F. Pierce goose skin (not meat) all over with fork. Place halved shallots and remaining 3 oranges in cavity of goose. Tie leg together to hold shape. Season with salt and pepper. Place goose, breast side down, on rack in roasting pan. Roast 1 1/2 hours.
04Transfer goose to platter. Pour off fat from pan. Place goose, breast side up, on rack in pan. Roast until thermometer inserted into thickest part of thigh registers 180°F. about 1 hour 15 minutes. Increase oven temperature to 450°F. Roast goose until golden, about 10 minutes. Transfer to platter.
05Pour off all fat from pan, leaving browned bits in pan. Pour 1/3 cup Madeira into pan. Gently heat pan while scraping up browned bits. Pour mixture into sauce. Dissolve cornstarch in remaining 2 tablespoons Madeira. Whisk into sauce. Boil until thickened to sauce consistency, about 7 minutes. Stir in 2 tablespoons honey. Season to taste with more honey, salt and pepper.
06Melt butter in heavy large saucepan over medium heat. Add shallots; sauté until golden, about 10 minutes. Stir in Madeira, broth and honey. Simmer until shallots are tender and liquid is reduced to glaze, about 1 hour 10 minutes. (Glazed shallots can be made 1 day ahead. Cover and refrigerate. Rewarm over low heat, stirring often, before serving.)
07Carve goose. Arrange slices on plates. Top with Madeira-glazed Shallots and sauce and serve.