Add the whole oranges to a saucepan so that they fit snugly in a single layer. Just cover with cold water, then bring to the boil, cover with a lid and cook gently for 1 hour or until the oranges can be pierced easily with a small sharp knife or wooden cocktail stick. Leave to cool.
Lift the oranges out of the pan with a slotted spoon, draining well. Reserve 900 ml (1½ pints) of the cooking liquid and discard any extra. Halve the cooked oranges, scoop out the pips and reserve. Cut the oranges into thin slices. Add the orange slices to the preserving pan with the pips tied in a square of muslin, the measured cooking liquid and the lemon juice, then simmer over medium heat for 10 minutes until the orange slices are very tender.
Add the sugar and heat gently, stirring from time to time, until the sugar has dissolved. Bring to the boil, then boil rapidly until setting point is reached (20–25 minutes). Lift out the muslin bag, squeezing well. Stir in the whisky and leave to cool for 10 minutes.
Ladle into warm, dry jars, filling to the very top. Cover with screw-top lids, or with waxed discs and cellophane tops secured with elastic bands. Label and leave to cool.