Peel and segment the oranges. Put the orange slices, lime rind and juice in a pan, cover and simmer for 10 minutes. Add the chocolate, liqueur, and jam sugar and boil for 3 minutes, stirring constantly. Stir in the finely chopped hazelnuts. Skim off any scum. Pour the marmalade into warm, sterilised jars. Seal. Store in a cool place.
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