Use a vegetable peeler to remove a thin layer of the orange rind off the oranges. Use a sharp knife to julienne the rind and create matchstick pieces. If the pieces of rind are really long, cut them in half so that they're no longer than around 2 1/2 inches in length.
Use the knife to remove the thick white part from the actual oranges, tossing the white parts in the trash. You only want to keep the fleshy orange part of the fruit. Look for the faint white segment lines along the orange and cut along those lines to divide the whole oranges into individual slices. After you cut the oranges into slices, discard any thick white stem parts (the core of the orange) that may have been stuck to the inside of the slices. Temporarily put the orange slices aside.
Fill a medium saucepan with 2 cups of water and bring to a boil over high heat. Once boiling, add the julienned orange rind and continue boiling over medium-high heat for 10 minutes. Drain the water from the saucepan, then fill the saucepan with 2 cups of water again (keeping the orange rind in the saucepan). Place the saucepan over the stove over high heat and set the timer for 10 minutes (it's okay that it hasn't begun to boil yet when you start the time). One last time, drain the water from the saucepan and then fill with 2 cups water, place over high heat, and set the timer for 10 minutes.
Drain the water from the saucepan and now, to the rind in the saucepan, add the orange slices, the sugar, the lemon juice, and 2 cups of water. Bring the mixture to a boil over high heat. After about 6 minutes, the contents of the pot should be boiling. Reduce the heat to medium-low so that the mixture is simmering.
Cook the marmalade for 40 more minutes, giving it a stir every 3 to 5 minutes. You want to stir it frequently to keep the contents from overflowing in the saucepan. After 40 minutes, the marmalade should look a lot thicker, although it still won't be as thick as it will be once it cools. The oranges will be bathing in liquid rather than completely swimming like they were at the beginning. The amount of bubbly foam in the saucepan will be a lot less too. You can test its readiness by pouring some marmalade onto a plate that's been set to chill in the freezer beforehand. Tip the plate on its side and if the marmalade runs a little but stops in its tracks, then the marmalade is ready. If it keeps running, then your marmalade probably needs a little longer (test again in 10 minutes).
Once the marmalade is ready, stir in the ground cinnamon (optional), then pour the jam into a jar and let it rest on the counter until room temperature. Place the lid on top and chill in the fridge - it will firm up more as it cools.