Years ago I remember that we used to have jellied Orange and Lemon Slices as sweets for Christmas but they seemed to slip off the shelves once the festivities had finished. I hadn't seen them for ages until I spotted some for sale recently.
I used to wonder how they were made and apparently they are an old German tradition, hailing from Bavaria. They are made from a mixture of sugar, water, pectin, colourants, and flavourings which is boiled and then poured into moulds. When set they are then sanded with sugar.
I have found some recipes that you can make at home and there seem to be two methods – one takes around an hour and the other takes two weeks. The longer method has far superior results and if you are making these sweets to give as Christmas presents it is the one I would choose. During the process of candying the fruits are placed in a sugar syrup which must contain a gradually higher sugar concentration every day so that the sugar permeates slowly through the cell pores. You can skip a couple of days but don't skip the 2 week duration. The Brownie Points Blog has a great version of this recipe for Orange Slices that have been partially dipped in chocolate and is well worth following to make Orange and Lemon Slices.
The Repressed Pastry Chef Blog has a good recipe for Candied Orange Slices which uses the quicker method. The only addition I would recommend is sanding the slices with sugar once they have cooled . . . unless you want to dip them in chocolate!
Home made Orange and Lemon Slices would go really well with a Sauternes and Chateau Sainte Hélène in particular has flavours of orange peel, apricots, cinnamon and honey which will compliment the sweets perfectly.