Use a paring knife to slice just through the peel from the top to the bottom of your citrus, cutting into fourths or eighths, depending on how thick you want your candies to be. Gently peel off the skin (save the fruit for another recipe).
Place all peels in a large pot and cover with cold water. Bring to a rolling boil, then drain. Cover with cold water again, bring to a boil again, and drain. Repeat this boil/drain process 3 to 4 times, or until a small bite of grapefruit peel isn’t overly bitter.*
Gently scrape off any mushy white bits that may be left on the inside of the peel.
In a large pot, combine peels, 2 cups sugar, and 1 cup cold water. Bring to a simmer over medium/high heat, stirring occasionally, until the peels are translucent (about 40 minutes).
Use a slotted spoon to remove peels and place them on a wire cooling rack. Let cool and dry overnight.
Finish by rolling in peels in fine sugar. At this point, you can also dip half of each in chocolate.
Store in an airtight container in the fridge for a few months.
Notes
*The purpose of this process is to remove a lot of the bitterness from the peel. The number of boil/drain repetitions totally depends on your peels (thickness, size), and your taste, but I found 3 to 4 repetitions to be about right.