I know nothing about making marmalade but I would be inclined to focus on removing the zest without any of the pith - even if that meant leaving some of the zest behind. Of course you would do that before you juice them. Would that be too costly or is there some other reason not to do that?
Martha Stewart has a pretty good demo of tools/methods for removing zests. It sounds like a channel knife would produce what you need in one step - not counting some cutting to length.