Wash the fruit, then halve and squeeze the juice into a preserving pan or large, heavy-based stainless steel saucepan. Wrap the pips and membranes in a muslin bag and tie shut. Cut the peel into thin shreds (or coarse ones, if preferred), then add to the saucepan with the bag of pips and 2 1/4 litres of water.
Bring the mixture to the boil, then simmer gently, uncovered, for about 2 hours until the contents of the pan are reduced by about half and the peel is very tender. Remove the muslin bag, leave to cool, then squeeze any liquid back into the pan.
Add the sugar to the saucepan and stir over a very low heat until completely dissolved. Bring to the boil and boil rapidly for about 15 minutes, or until setting point is reached (105°C on a sugar thermometer).
Remove the saucepan from the heat and skim off any scum from the surface with a draining spoon. Leave to cool for about 5 minutes, or until a thin skin starts to form on top of the marmalade. Stir gently, to distribute the peel evenly.
Ladle into warm, sterilised jars, then cover and seal. When cold, label, then store in a cool dark place. Use within 1 year of making. Once opened, store in the fridge and use within 1 month.
If you haven't got a sugar thermometer, spoon a little of the marmalade onto a chilled saucer, cool for a few seconds then push a finger across it. If the surface wrinkles, it has reached setting point. If not, boil the marmalade for a further 5 minutes, then test again.