Peel the grapefruit zests with a peeler and cut into shreds. Juice the grapefruits and the lemon and strain the juice into a large pan, keeping back any flesh and seeds. Cut the empty fruit shells in half, then peel away the squeezed-out flesh from the pith. Discard the pith and put the fleshy membrane, along with the flesh and pips strained out of the juice, into a piece of muslin. Wrap this up and tie with kitchen string. Add this to the pan along with the shredded zest and 1.25 litres of water. Bring to the boil, then turn down to a simmer, put on the lid and cook for 1 hour, or until the zest is soft. Put a small plate in the freezer to get cold.