There are few things finer than these conserves on a thick, well-buttered piece of toast. Please read How to Process.
Prepare a water-bath canner, gather all your canning equipment, place a couple of saucers in the freezer, and have ready 5 clean, hot half-pint jars.
Combine in a large heavy saucepan:
Cover and simmer until the citrus peels are soft, about 15 minutes. Add:
Bring to a boil, then reduce the heat and simmer, stirring frequently, until the mixture reaches the jelling point, about 40 minutes. Remove the vanilla bean, if using, scrape any vanilla seeds from the pod and add them back to the pan, then discard the pod. Ladle into prepared jars, leaving ¼ inch headspace. Wipe the rims. Place lids on jars and screw on rings until fingertip-tight. Process for 15 minutes. Let cool completely and store as directed.