Zest the oranges. The zest can be cut finely if you do not like thick cuts in the marmalade. Peel the oranges making sure that you remove all the pith. Cut the oranges across the segments.
Zest and peel the lemons as in step 1. Coarsely chop the fruit, this can be done using a food processor by pulsing a few times. Place the fruit into a separate bowl and then add the pectin.
In a large Dutch oven add the orange juice and all the zest from the oranges and lemons. Bring to a rolling boil then lower the heat and simmer for 20 minutes. After simmering for 20 minutes add the chopped oranges and lemons and simmer for another 10 minutes.
Add the sugar and bring back to a rolling boil for 1 minute, stirring constantly. Add vanilla and cinnamon if using.
Remove from the stove and using a ladle fill hot clean jars to ½cm from the top. Before putting the lid and ring on, make sure to wipe the top and sides of the jar so that they are clean.
Move the jars into a water bath and bring them to the boil for 10 minutes. Take the jars out and place them on a surface covered with thick towels. The jars should be placed close to each other but without touching each other and a towel placed on top.
With the jars covered the lids will seal as they cool.