Using a microplane grater, finely grate the zest of the oranges into a bowl, making sure you catch all the oils. Discard the oranges. Transfer the zest to an airtight container, making sure to scrape up the oils. Cover with the oil and leave in a warm place for 1 hour to infuse.
Strain through a fine sieve, pressing as much oil out of the zest as possible. Discard the zest and set the orange oil aside.
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