Slice the oranges and remove the seeds. Chop them into small pieces.
Transfer them to a saucepan on medium heat along with the sugar, lemon juice and lemon zest.
Bring it to a boil, turn down the heat and continue cooking for 40 minutes.
Stir in the vanilla, take off heat and let it cool before storing.
Notes
If you can, choose oranges that are organic and have thin skins. This will ensure the marmalade doesn't get bitter.
You can also reduce the quantity of sugar you're using for this recipe, and add some low calorie sweetener instead to balance out the flavor- just remember that the marmalade will have a slightly runny texture though.
If you want to cut down on the prep time, you can simply deseed the oranges and add them to a food processor instead of chopping them with a knife.
If you're worried about the slight bitterness from the Seville oranges, you can try using a different variety like Naval, Cara Cara, Blood Oranges, Tangerines or even a mix of them.