Use a vegetable peeler to remove the a thin layer of the peel off the oranges. Next, use a sharp knife to scrape any remaining pitch off the inside of the peel. The more pith you can remove the less bitter the marmalade will be. Slice peels into thin strips.
Place peels into a large saucepan and fill with just enough water to cover. Bring to a boil and cook for 10 minutes. Discard water. Repeat two times, adding new water each time and boiling for 10 minutes to get rid of bitterness.
Meanwhile, use a sharp knife to peel the remaining pith off the main part of the oranges so only the edible part of the fruit remains. Cut each orange in half lengthwise, then chop into half moons.
Once peels are done boiling, discard water. Add orange slices, 6 cups water, lemon juice, sugar, and thyme to the saucepan. Bring to a boil and cook, stirring occasionally, for about 40-50 minutes, until mixture has reduced by about half and has thickened. Remove from heat and use a spoon to pick out the thyme sprigs. The leaves will have fallen off, but the stems should be intact. Discard stems.
Let marmalade cool. It should firm up significantly and have the consistency of honey. If it doesn't once cooled, bring back to a boil for 10-15 minutes more.
Spoon marmalade into sanitized jars or store in tupperware in the fridge for up to two weeks.
Recipe by Things I Made Today at https://www.thingsimadetoday.com/2017/12/13/orange-thyme-marmalade/