Gently wash the outside of the oranges under the faucet with a vegetable brush.
Use a knife to slice off a very small amount on the top and bottom of the orange, then score the orange through the peel to the pith (without cutting through the orange), making 4 cuts lengthwise.
Carefully remove each section of orange peel, then slice into 1/4-inch wide strips.
Add the orange peel strips to a pot and cover with about an inch of water. Bring this to a boil, then drain over a colander and repeat once more.
Add the orange peel strips back to the pot along with 2 cups of water, 1 cup of sugar and the vanilla bean. Bring to a boil, then reduce the heat to a simmer. Simmer uncovered for about 30-35 minutes. The orange peels should be slightly translucent and most of the simple syrup will have evaporated. Turn off the heat and let the orange peel cool in the remaining sugar for 5 minutes.
Use tongs to remove the orange peel to a drying rack set over parchment paper. Let the orange peel dry for at least 8 hours, though preferably 24 hours.
Coat the orange peel in additional granulated sugar and if you'd like, dip them in chocolate and cool.
Enjoy immediately or store in an airtight container in the fridge.