Finely shred/chop the rinds of the citrus fruits, taking care not to use white pith. Place it in a large bowl.
Remove the pits and pith from the fruit and place them in the cheesecloth bag, and tie it. Chop the citrus and add it to the bowl of rind along with the water and the cheesecloth bag. Cover and leave overnight.
The next morning, remove the bag and measure the rest of the citrus and water in a measuring jug. Whatever the liquid amount is in liquid ounces, that is how much sugar to use in weight. Pour it into a large pot and add the bag again.
Bring to a boil, then cover and simmer gently for about an hour or so, or until the rind is very soft. Remove the cheesecloth bag and squeeze out as much liquid as possible into the pot (this is the natural pectin).
Add the sugar and stir often to dissolve it.
Simmer until it reaches the setting point of 222℉/ 105℃ on a candy thermometer. If you're a seasoned jam/marmalade maker, you can check by dropping some marmalade on a plate that was in the freezer.
When the setting point is reached, remove the pot from the burner, add the Drambuie and allow to sit for 10 minutes.
Make sure your jars and lids are clean and rinsed with boiling water and dried, then carefully begin filling the jars using a funnel.
Clean the rims of the jars well before putting the lid on. Do this as quickly as possible.
When the marmalade has completely cooled, label and refrigerate until ready to use.