Wash and scrub the citrus well. Trim and discard the stem ends. Halve the fruit, remove and reserve all seeds and any loose membrane, then thinly slice the fruit (peel and flesh) into 1/8-inch slices; cut slices into short strips to your preferred peel length.
Bundle the reserved seeds and membranes in a small piece of cheesecloth and tie securely to form a bag.
Combine the sliced citrus and any collected juices with the water in a large nonreactive pot. Add the seed bag. Cover and refrigerate to soak at least 8 hours or overnight.
Bring the pot to a boil over medium-high heat, then reduce to a gentle simmer. Cook, stirring occasionally, until the peel is very tender and the liquid has reduced by about one-third, 60–90 minutes. Keep the seed bag submerged.
Remove the seed bag and squeeze it firmly over the pot to extract thick, pectin-rich liquid; discard the bag.
Add the sugar to the pot and stir over medium heat until fully dissolved. Increase to a vigorous boil and cook, stirring frequently and skimming any foam, until the marmalade reaches 220°F/105°C on a thermometer or passes a wrinkle test on a chilled plate, 15–25 minutes.
Meanwhile, wash jars and lids. Keep jars hot until filling (in simmering water or a 225°F/110°C oven) and have a boiling-water canner ready.
Remove the marmalade from heat and let the bubbles settle for 1–2 minutes. Ladle hot marmalade into hot jars, leaving 1/4 inch headspace. Wipe rims, apply lids, and screw bands fingertip-tight.
Process in a boiling-water bath for 10 minutes (adjust time for altitude if needed). Turn off heat and let jars rest in the water 5 minutes, then remove to a towel-lined surface. Cool 12–24 hours, check seals, label, and store. Refrigerate any unsealed jars and use first.