Cut oranges and lemons in half and slice thinly, retaining seeds and cores. Put seeds and cores in a small piece of muslin and tie securely with string. Put fruit and muslin bag in a large bowl and add coldwater to barely cover the fruit. Put a plate on top of the fruit to keep it submerged and leave overnight. Turn fruit,water and muslin bag into a large, heavy based pan and cook over low heat

until fruit is soft and half the liquid has evaporated.

Remove muslin bag, squeezing liquid from the bag back into the fruit, as this contains pectin to help the marmalade thicken.

Measure fruit pulp and return to the saucepan with vanilla beans, cut in half. For each cup of pulp, add one cup of warm sugar and stir over medium heat until sugar is dissolved, then bring to the boil. Boil rapidly for about 15-20 minutes or until setting point is reached*. Cool for five minutes, stir to distribute fruit and pour into warm, sterilised jars. Seal when cool.

*To test for setting point, use a sugar thermometer or place a little marmalade on a saucer. If it sets, the jam is ready for bottling.