Making your own bitters is a labor of love, so use the highest-quality ingredients you can, such as unwaxed organic citrus and top-shelf vodka. Gentian can be found online or at some health-food stores.
Heat oven to 200 degrees. Using a vegetable peeler, peel citrus to make strips of zest, being careful not to remove pith. Arrange in a single layer on a parchment-lined baking sheet and bake until dry, about 1 hour. Let cool.
Transfer zest to a 1-quart glass jar and top with remaining ingredients. Cover tightly and store in a cool, dark place for three weeks, shaking jar once a day.
Pour liquid through a fine mesh strainer or paper coffee filter and into a clean jar. Add citrus zest and discard aromatics.
Stored in a cool, dark place, bitters will keep up to six months.