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Whether you are using organic oranges or not, wash the oranges very well before using them.
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Cut each orange into quarters, then slice the quarters into very thin slices.
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Add the slices to the water along with the sugar in a large pot or dutch oven. (Use only stainless steel or ceramic lined pots. The acid in the citrus fruit will react with aluminum.)
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Slowly bring the mixture to a slow boil, ensuring that the sugar is fully dissolved, then remove from the heat and cover the pot.
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Leave the mixture in the pot at room temperature overnight.
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Next day, add the vanilla pod, which you have split lengthwise and scraped out the seed paste inside. Add the pod and seeds to the pot.
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Slowly bring the pot to a slow rolling boil for about 2 hours, stirring occasionally.
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After 2 hours, increase the heat to about medium and begin to take the temperature of the marmalade. You want to take the mixture to between 220 and 225 degrees F on a candy thermometer. This is the temperature needed for the pectin to set.
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Remove the marmalade from the heat and let it cool before adding it to sterilized mason jars and processing in a water bath to ensure a good seal on the jars as instructed by the bottle manufacturer.
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Store in a cool dark place.