On Day 1, in a large nonreactive saucepan, cover the orange and lemon wedges with 1 inch of water (about 8 cups) and bring to a boil.
Cut a piece of parchment paper to land over your bubbling fruit. This will help it stay submerged in the water. You may also need to add more water over the course of cooking. Simmer for 3 hours, or until the fruit is very soft and the liquid is thickened. Pour hot fruit and liquid over a large strainer set over another container (pasta pot and strainer are perfect for this). Cover and let drip overnight on counter.
While your fruit wedges are simmering, prepare a separate pot to boil the orange slices. Cover with cold water and boil for 5 minutes.
Drain the orange slices, discarding liquid. Bring to a boil again in fresh water, then turn heat down to medium. Simmer for 2 hours (or until very tender), keeping fruit submerged as in step above. Cover and let rest in liquid overnight at room temperature.
On Day 2, place a saucer with 5 metal teaspoons (for testing your marmalade for doneness later) into the freezer. Strain lemon/orange mixture and discard fruit, saving juice. Combine this cooked citrus juice with the sugar, fresh orange juice, cinnamon sticks, the orange slices and their liquid. Transfer this mixture into a large and wide nonreactive pot or kettle (11 quarts+, pasta pot works well here if stainless steel).
Bring to a boil. Simmer over moderate heat, without stirring, until the marmalade darkens slightly, about 20-30 minutes; skim off any foam as necessary. Once the foam has been skimmed and smaller bubbles start forming as the mixture thickens, you should stir intermittently, taking care to scrape the bottom (and avoid scorching the bottom of your pan) and to avoid splashing (to avoid scorching yourself!).
Test for doneness: Dip 1 teaspoon into the marmalade and place back onto the chilled plate and wait 5 minutes; the marmalade is ready when it thickens like jelly, and barely holds it shape on spoon. If the marmalade runs when you tilt the spoon straight up, it is not ready (see photos). If not, continue simmering and testing every 5 minutes until it passes the test.
Spoon the marmalade into the canning jars, leaving 1/4 inch of space at the top and screw on the lids. Using canning tongs, lower the jars into a large pot of boiling water and boil for 15 minutes. Remove the jars with the tongs and let stand until the lids seal (they will look concave). Store the marmalade in a cool, dark place for up to 6 months.