Wash and clean all the fruits well. Put the fruits and water into a large saucepan and bring to the boil. Simmer uncovered over a gentle low heat for 40 minutes or until the fruit skin turns soft. Remove the fruits with a perforated ladle. Leave aside to cool slightly. Retain the liquid.
Slice off the grapefruit and lemon rind. Make sure that the white part or pith of the fruits is sliced off (this is the bitter part). Cut the skin into very fine thin strips and chop up the fruit flesh, discarding any seeds.
Put all the chopped fruit flesh and sliced rind back into the saucepan with the liquid and bring to a boil for 30 minutes until the liquid is reduced by half. Add sugar and stir over a gentle heat without boiling until the sugar has dissolved completely.
Bring to a boil, uncovered, over a medium heat stirring frequently until the marmalade gels. Stir in the liqueur if using. Fill warm sterilised bottles to the brim with the marmalade.