Remove the zest from the orange and the lemon with a potato peeler and cut it into very fine matchsticks, as long as you can achieve. Put it in a small pan of cold water, bring to the boil and simmer for 5 minutes. Drain and refresh with cold water.
Mean while squeeze the juice from both fruits and add to the jelly and the port in a small pan. Heat gently and stir until the jam has dissolved. Add the mustard and ginger.
Soak the arrowroot in the water until it is fully dissolved and then add a few spoonfuls of the jelly mixture to it. Stir well and then add the mixture back to the pan with the jelly. Bring back to a very gentle boil and stir until the sauce has thickened. The sauce thickens quite a bit as it cools so don’t expect it to get very thick – this is a sauce which should be liquid rather than gelatinous – and, if you overboil it, the arrowroot loses its thickening power altogether!
Once you have achieved the desired consistency, stir in the citrus rind and leave to cool.