Remove rind from lemon and orange; reserve lemon and orange juice, discarding pulp. Cut lemon and orange rind into thin strips; set aside.
Combine sugar, water, cinnamon, and lemon and orange rind strips in a large Dutch oven. Bring to a boil; reduce heat, and simmer 30 minutes.
Add reserved lemon and orange juice and apples; continue to cook 30 minutes or until apples are golden. Serve hot or cold.
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