Rinse the blood limes under cold running water, slice in half and set aside.
Place the sugar, water and vanilla extract in a pot and cook over a medium heat until the sugar has fully disolved. Add the blood limes into the syrup, turn up the heat and bring the mixture to a boil.
Once you have reached the boiling stage turn your heat down to a simmer and proceed to cook the mixture for approx 40-45 mins. Remove from the heat and using a potato masher squash the limes until all the flesh has been extracted.
Remove the pips and skins and store the marmalade in a sterilised jar.
If you don't like any texture in your marmalade you can pass it through a fine sieve before storing it in jars.