Prepare and sterilize 6 half pint jars (or a mix of half and quarter pints) and accompanying lids and bands.
Scrub the citrus fruits well in warm water, and then place them in a large pot filled with enough water to allow them to float freely. Cover and bring to boil over high heat. Reduce heat to medium and simmer for 2-3 hours, until the fruit is very soft. Time may vary depending on the size of the fruit. You’ll know the fruit is soft enough when you can poke through the rind with the handle-end of a wooden spoon with minimal pressure.
Transfer the boiled citrus to a cutting board and allow them to cool until they are safe to handle. Cut each in half, discard stem ends, seeds and any tough center pith, and then chop or slice the fruit. Size of your rind should be to your preference - some people like large chunks of rind, while others like very thin threads. I fall somewhere in between.
In a non-reactive pot, enamel dutch oven, or preserving pan, combine the citrus, sugar and lemon juice. Bring to boil over medium heat, stirring often. Carefully taste the mixture (remember, it’s hot!), and then stir in the scraped out seeds of a quarter of the vanilla bean. Taste again, and add more vanilla bean to your preference. For an even stronger vanilla flavor, add the bean itself as well.
Boil the marmalade hard, stirring often, until the setting point is reached and the mixture reaches 220°F. Start testing the set of the marmalade once the bubbling on the surface changes from a frothy mix of tiny bubbles to larger “fish-eye” sized bubbles, and the marmalade sheets off the spatula rather than drops freely. When satisfied with the set, remove from heat and let stand for 5 minutes. Remove the vanilla bean if left in.
Ladle the marmalade into the jars, leaving ¼ inch headspace. Remove any air bubbles with a “bubble remover” or cooking chopstick by inserting it into each jar a few times to release any trapped air. Wipe the rims of the jars clean with a damp paper towel and affix the clean lids and rings to finger-tip tightness.
Place the jars in the water bath canner, bring to a full boil, then allow the jars to process for 10 minutes. Remove with a jar lifter and transfer to a folded kitchen towel on your kitchen counter. Leave them untouched for 24 hours, then check the seals, label, and store in a cool, dark place without the rings. Unlike most jams that have a recommended shelf-life of a year, marmalade has a much longer shelf-life of at least 2 years.