Scrub oranges well, and cut in half. Scoop out the flesh and
reserve for another use. Place the shells in a medium-sized bowl and
cover with cold water, keeping them under water with a small plate or
lid. Let soak for about 4 hours or overnight, replacing the water once.
Cut each shell in half; place in a large heavy saucepan. Add water
to cover and bring to a boil over medium high heat. Boil for 15
minutes. Drain and repeat the process.
When oranges are cool enough to handle, cut into strips about 1/4 by
2 inches. Return the strips to the saucepan; add sugar and 1 cup water.
Bring to a simmer over low heat. Cook gently, stirring occasionally,
until liquid is almost gone, about 1 1/2 to 2 hours. (Watch closely
toward the end of cooking.) Add the lemon juice; stir to coat the
strips. Drain the strips in a sieve.
When they are cool enough to handle, spread on the prepared baking
sheet.
Put all but 1/4 cup of the chocolate and the oil in the top of a
double boiler set over barely simmering water. Stir just until melted,
remove double boiler from heat, and add the remaining chocolate,
stirring until melted.
Roll each orange strip in sugar, then dip half of each peel into the
chocolate and return to the baking sheet. Place in the freezer for a
minute or two to let the chocolate set. Remove from the freezer and let
them sit for several hours until they are firm.
Store in an airtight container for up to 3 months.