Place them in boiling water for about 10 minutes, remove and plunge into cold water. Repeat this process three times as this takes the bitterness out of the skins.
Drain them and set on a sheet of baking parchment.
Boil up a pot of syrup. For each 100ml of water, use 100g of sugar. So if you are filling a 0.5L preserving jar, then use 500ml water and 500g sugar. Dissolve the sugar in the water and reduce until you have a syrup taking care not to over-boil and produce a toffee.
Dip each piece of orange into the syrup and place on another piece of parchment to dry overnight.
You can either keep the pieces between sheets of parchment paper in an airtight container or preserving jar or do what I did and put them into a sterilised jar with the rest of the syrup. The displacement of the pieces should equal the amount of syrup left - ie. the syrup after reducing might only be about 350-400ml but when you put the orange and lemon pieces into the jar, the liquid should reach the top.
Do not do what I did and run out of sugar, so my jar is currently only filled half the way up but I plan on using these by the end of the week so I don't have to worry about preserving them for any longer.
These make a lovely gift for Christmas or any time as they are much superior to the candied peel that you buy in supermarkets.