Wash and cut the oranges in half, squeeze out the juice and remove the pips.
Put the pips in a muslin or stockinette bag and tie.
Put orange juice in a pan with water and lemon juice.
Put the orange and lemon peel into a food processor in batches. Chop until the pieces are about the size of a small pea.
Add to the pan with the bag of pips.
Simmer about 1 1/2 hours until the peel is soft and liquid reduced by half.
Take out a bag of pips and squeeze out any liquid into a pan. Stir in sugar over low heat until dissolved.
Boil rapidly to setting point.
Cool 15 minutes in the pan, then stir well, pour into warm, sterilised jars.
Cover, seal, and label. Store in a cool dry place.