Using a microplane grater, finely grate the zest of the mandarins into a bowl, making sure you catch all the oils. Discard the mandarins. Transfer the zest to an airtight container, making sure to scrape up the oils. Cover with the olive 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 mandarin oil aside.
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