Prepare a shallow baking dish by coating lightly with vegetable oil.
Measure the water into a bowl, and sprinkle the gelatin on top. Allow it to bloom for 3 to 5 minutes.
While it's blooming, add the orange juice, 1-2 tablespoons orange zest (you can save the rest), lemon juice, and sugar into a saucepan.
Bring to a boil over a medium-high setting, stirring as you do. Reduce the heat, and let it cool to close to room temperature.
Mix the gelatin mixture in with the juice mixture, taking care it does not boil or get too hot.
Transfer the thick jelly mixture to the baking dish or sheet, smoothing the top surface.
Let is set in the fridge for about 5 or 6 hours.
To ser, you can simply use a knife to cut into cubes, or cookie cutters to get other shapes.
Brush the jellies lightly with oil, and then toss in sugar to coat.