Soak the gelatine in cold water for 5 minutes to soften. Using a vegetable peeler, pare 6 strips each from both the lemon and the orange and put into a pan with 400ml water and the sugar. Bring to a simmer over a medium heat, stirring occasionally until the sugar has dissolved. Remove from the heat and discard the rind. Squeeze the water out of the gelatine and stir into the pan until dissolved. Leave to cool.
Squeeze the lemons and oranges, so you have 150ml of the juice of each. Stir into the pan. Strain the jelly through a fine sieve into a jug and then pour into individual glasses, dishes or one large dish to share. Shill in the fridge for at least 4 hours to set before serving.