1. Split vanilla bean lengthwise, and scrape out seeds.
2. Grate zest from oranges to equal 1 Tbsp. Repeat with grapefruit. Grate zest from lemon to equal 1 tsp.
3. Peel and section oranges, grapefruit, and lemon, holding fruit over a bowl to collect juices.
4. Stir together vanilla bean and seeds, orange and grapefruit zest, fruit segments, sugar, kosher salt, 1/3 cup fruit juices, and 1 3/4 cups water in a large saucepan; bring to a boil. Reduce heat, and simmer, stirring occasionally, 50 minutes or until a candy thermometer registers 225° and mixture is slightly thickened. Cool completely (about 1 hour; mixture will thicken as it cools). Discard vanilla bean; pour marmalade into 2 (8-oz.) jars or airtight containers, and chill 24 hours. Store marmalade in refrigerator up to 3 weeks.
Total time does not include 1 day to chill.