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Pour the vodka into a sterilised 1-litre sealable flip-top jar. Stir in the marmalade and the vanilla pod and seeds until the marmalade has mostly dissolved, and just the peel is left. Seal and leave in a cool, dark place for 48 hrs, or longer if you prefer a more bitter flavour.
Strain through a fine mesh sieve, then bottle. Will keep for several months in a cool, dark place. Use in a cosmopolitan or breakfast martini with vermouth, or top up with sparkling water and a dash of bitters.