Wash the lemons thoroughly in warm water, remove the stalks. Cut each lemon in half and squeeze out the juice. Remove the seeds and cut away pulp and excess pith. Tie the pulp, pith and seeds loosely in a muslin bag (actually I use a clean Jay-cloth towelette). Slice the skins into matchstick strips and place these in the cooking pan with the juice, and add water until lemon matchsticks are just covered. Tuck the muslin bag into the pot, bring to the boil and simmer until the strips of lemon skin are very tender. Remove the muslin bag and squeeze out any liquid.
Add the Splenda and bring to the boil until it is fully dissolved. Take off the heat and let cool slightly. Taste for sweetness (carefully - this is hot) and add more Splenda to taste. Dissolve the gelatine in a little hot water, and stir thoroughly into the marmalade mixture. Pour into hot clean jars and seal. Store, when cool in the refrigerator.