Gently, using a sharp knife or peeler, remove a the rind from the oranges. Slice the rind into matchstick sized pieces. If they're really long, cut them down to around 2.5-inches long. Set aside.
Using a sharp knife, remove the thick white part (the pith) from around the oranges and discard, being sure to keep the orange flesh to one side. Try to remove as much of the white bits as you can, including the thick white stem in the middle.
In a medium saucepan, bring 2 cups of water to the boil. Once boiling, add the sliced orange peel and boil for 10-minutes. Drain the water, keep the orange peel, and repeat this boiling and draining process twice more; this removes the bitterness from the peel. Drain the water for the final time and leave the peel slices in the pot.
To the pot, add the orange flesh, the sugar, the lemon juice, and 2 cups of water. Bring the mixture to a boil over high heat, and then reduce to a simmer.
Place a small plate in the freezer to chill.
Cook the marmalade for around 40-minutes, stirring every 5-minutes or so. After 40 minutes, the marmalade should be thicker and less foamy. To test readiness: pour a small amount of the marmalade onto the plate from the freezer. Tip the plate on its side and if the marmalade runs a little but stops in its tracks, then the marmalade is ready. If it keeps running without stopping, cook the marmalade for 10-minutes more before testing again. Alternatively, if you have a digital thermometer, it should be in the 104-105°C region.
Once cooked through, pour the marmalade into a jar & leave to cool to room temperature before placing in the fridge to chill completely. The marmalade will firm up as it cools.