When I made marmalade I used to freeze the oranges first.
When I had time for marmalade, I took them out, partly defrosted them until they I could slice them but they were still very cold and not shedding juice everywhere. I sliced them whole roughly and removed the pips and kept them back, then pressure cooked the oranges with half a pint of water for 5 mins at 5 lb pressure.
Cooled and depressured them, then whizzed the pulp briefly in the food processor and put them in the preserving pan with the rest of the water (which I swished round the food processor first to catch the last of the flavour), the pips in a muslin bag, and the appropriate amount of sugar.
The amount of processor whizzing influences how chunky the finished jam is.