Peel the oranges making sure to remove as much white part as possible.
Now cut each peeled orange into half. Then slice off the pulp from each half leaving the center and seed portion intact. Make sure there are no seeds in the pulp. Puree the pulp in a blender.
Double 6" piece of cheese cloth and place it over a small bowl with edges hanging. Put the center with seeds of orange on it. Tie it tightly with an undyed cotton thread or unflavored dental floss. (See notes)
In a thick based pan, add puree, sugar, orange zest, and cheesecloth bag.
Cook jam for 30 minutes on medium-low with occasional stirring. When the liquid is reduced to half, remove the muslin bag. Continue cooking on low heat with frequent stirring.
Cook jam until liquid is reduced to ½ of the initial volume. It will be thick sauce-like and will cover the back of the spoon.
Test the jam on the cold plate. When the jam holds its shape and doesn't spread, it is ready.
Fill the hot jam in prepared jars and store it in the fridge. ( Or follow canning procedure for storing longer at room temperatre.)