Using a sharp knife, carefully slice off the orange peels (including the white pith) from 4 of the oranges. Slice the peels into thin strips, about ⅛-¼ inch thick (you should have at least 1 cup of sliced peel).
Halve the remaining fruit and remove any seeds. Slice the fruit into ½-inch thick pieces.
In a large bowl, toss together the sliced peels and sliced fruit. Cover with 6 cups of water and let the mixture sit for 8 hours, or ideally, overnight.
Strain the fruit and peels, reserving the soaking water. Place only the sliced peels in a medium-sized, heavy saucepan with 4 cups of plain water. Bring to a boil, cook for 20 minutes, then strain and discard the water. Repeat this boiling process once more until the peels are softened. (This step removes bitterness.)
Place the pre-boiled peels, sliced fruit, sugar and the reserved soaking water in a heavy-bottomed large pot. Bring to a rolling boil over high heat, then reduce to a simmer.
Simmer gently, stirring occasionally, for about 1 hour and 30 minutes (or until the peels are soft and translucent) and the mixture thickens. It is finished when a candy thermometer registers 220 degrees. (Or when the natural pectin creates a thickened, glossy appearance.)
If using, add whole cloves or peppercorns, add them during the last 30 minutes of cooking (and be sure to fish them out before jarring). During the last 15 minutes of cooking, add the Grand Marnier. If the jam appears to be drying out before it finishes, add a few teaspoons of water or orange juice to moisten.
Remove the jam from the heat. Once the marmalade has cooled slightly, stir in the pinch of salt and the 2–3 drops of vanilla extract. Stir well and set aside to taste again in 15 minutes.
Ladle the hot jam into four clean 8-ounce mason jars. Let them cool completely to room temperature if storing in the refrigerator (up to one month). Alternatively, proceed with a canning water-bath method for more extended storage.