I use the Nigella recipe for marmalade. She boils the oranges whole then once they have cooled a little you take out the pulp, shred the peel to whatever size you like and you boil up the pips in a little water before you strain the liquid back into the marmalade mixture. Does that make sense? It means that you don't have to fiddle around with muslin. Makes lovely marmalade. It's in How to Eat, but you could probably google it.
If you don't fancy that I use leftover cotton voile or muslin from the curtains I make, it's much cheaper than buying it from kitchen shops. You have to scald it first. Nic.