Wash the oranges and lemons, discarding any stickers before doing so.
Slice the oranges thinly - about ⅛ inch. You can do this with a knife or a mandoline, or - as I did - cut the oranges in half, then put them through the food processor slicing disk.
Once sliced, cut each round into 4-5 pieces, place in a large pot.
Zest and juice the lemon. Add juices and zests to the pot, along with the water. Bring to a boil over high heat.
Once water comes to a hard boil, reduce heat and simmer for around 45 minutes, or until the orange rinds are very tender.
Add sugar, stir well to dissolve.
Turn the temperature back up, bring the mixture up to a boil.
Continue to boil, stirring constantly until it reaches between 220-224 F on a candy thermometer - about 15-20 minutes.
Ladle into hot, sterilized canning jars - have about 10 jam jars ready.
Use a clean, wet paper towel to wipe down the top of each jar.
Affix sterilized lids and 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.)
Allow to cool overnight.
Check all lids for a proper seal: they should have sucked down into a vacuum seal as the jars cooled.
Store properly sealed jars for later use; refrigerate any that did not seal for use in the coming weeks.