Scrub fruit, place in a large bowl, and cover with boiling water. Let stand 2 minutes, then drain. Remove peel in thin slices with a zester, or cut off with a sharp knife into thicker pieces, as desired. Tie peel in a piece of cheesecloth; set aside.
Chop remaining pith and fruit into small pieces. You can do this with a food processor, but do not puree.
Combine chopped fruit, cheesecloth bag, and water in a 4-quart stainless-steel pan. Cover, and simmer 1 1/2 hours over low heat, until reduced by almost half. Remove cheesecloth bag, and set aside.
Strain contents of pan, pressing to extract liquid. Discard solids, and return liquid to pan. Add sugar and dissolve over low heat. Bring to a boil. Add peel from cheesecloth, and simmer over medium heat, until mixture reaches 221 degrees.on a candy thermometer or falls in sheets from a spoon, 10 to 30 minutes.
Store the marmalade in jars in the refrigerator for up to 4 weeks.