The Jewish Supersite w.w.w. Vegetable oil Line a baking sheet with wax paper and set aside.
Scrub oranges with a vegetable brush, and cut in half.
Scoop out the flesh and reserve for another use. Reserve the shells in a bowl and cover with cold water, holding them down with a plate to keep them submerged. Soak for about 6 hours, or overnight, replacing the water once. Remove from the water, and cut each shell in half again. Place the shells in a large heavy saucepan.