You are looking for a marmalade recipe that yields a firm gel, but you are going to want to strain it, you need to not have the rind/chunks in there.
I dare say you won't get that bright, bakery-fake yellow though, not if you stick to wholly *natural* ingredients...

ETA: try this Lime marmalade recipe | Dan Lepard | Life and style | The Guardian, but replace the lime for lemon.