Slice the oranges thinly, approximately 1/8 inch thick, picking out the seeds as you go. A mandolin makes this process move quickly. Place the orange sliced in a medium saucepan over medium heat. Stir in the water, sugar and vanilla.

Bring the mixture to a boil, then turn the heat to low. Continue to simmer, stirring occasionally, until the mixture has darkened in color and thickened to a jammy consistency. The process will take approximately 35-40 minutes and the temperature will read 222-223 F on a candy thermometer. Carefully transfer the marmalade to canning jars and seal with the lid.

Marmalade can be stored in the refrigerator for up to 10 days in an airtight container.