Wash the oranges and lemons, discarding any stickers before doing so.
Slice the oranges thinly - about ⅛ inch. You can do this with a sharp knife or a mandoline, or - as I did - cut the oranges in half, then put them through the food processor slicing disk.
Note: You can cut them a bit thicker for a thick-cut marmalade, but it will take a little longer to cook, than thin slices do.
Once sliced, cut each round into 4-5 pieces, place in a large pot.
Zest and juice the lemon. Add lemon juice and lemon zest to the pot, along with the water. Bring to a boil over high heat.
Once water comes to a hard boil, reduce element to medium heat (or medium low heat, if you have a really hot burner), and simmer for around 45 minutes, or until the orange rinds are very tender.
Add sugar, stir well with a wooden spoon to dissolve.
Turn the temperature back up, bring the cooking liquid up to a full rolling boil.
Continue to boil, stirring constantly until the orange mixture reaches between 220-224 degrees F on a candy thermometer - about 15-20 minutes.
Ladle hot marmalade into hot, sterilized canning jars - have about 10 jam jars ready.
Use a clean, wet paper towel or clean kitchen towel to wipe down the top of each jar.
Affix sterilized lids and jar rims, and process in a hot water bath for 10 minutes. (Add 5 minutes for altitudes above 1,000 feet; add 10 minutes for altitudes over 6,000 feet.)
Make sure there is enough water to keep the jars completely submerged in boiling water for the full 10 minutes.
Carefully remove the hot jars from the water bath. Loosen the rims - to allow water to drain/prevent rusting - and allow to cool overnight.
The next day, check all lids for a proper seal: they should have sucked down into a vacuum seal as the jars cooled to room temperature.
Tighten all rims and store properly sealed jars in a cool dark place for later use; refrigerate any that did not seal for use in the coming weeks.