Grate the rind of the oranges, carefully avoiding any pith. Chop the shallot. Put the jelly, port, rind and shallot in a small pan; heat slowly to simmering point, cover, and infuse for ½ hr. over a very gentle heat. Add sugar, mustard, cayenne and orange juice, strain the sauce and cool it. This sauce may be bottled and stored for future use.
Serve with game, venison or mutton.