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1
Juice one of the lemons into a small bowl. Add in the chopped shallots, bay leaf, cloves, and coriander. Stir and set aside to mellow and infuse for an hour.
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2
Preheat your oven to 400F. Scrub the remaining lemon and the oranges well. Then cut off the ends of each piece of fruit (this part has just a bit too thick of pith), and toss. Cut the rest of the lemon and orange into about 1/2 inch thick round slices. Seed the serrano pepper and cut it in half.
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3
Spread the fruit slices, the pepper, the garlic cloves, and the ginger slices in a single layer on a lined, rimmed, baking sheet. You should be able to snuggle them all onto one, but if you can't, divide it up onto two baking pans. Drizzle generously with olive oil and sprinkle with salt and pepper.
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4
Roast in the oven for 10 minutes. Then, take out and flip all of the fruit slices, return to the oven and roast for another 10-15 minutes, until the fruit slices are quite soft and starting to brown. (you don't want them to dry out though) The garlic cloves should be soft too.
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5
Transfer the fruit, the serrano, and the ginger to a food processor. Remove the roasted garlic from its skin and add it to the food processor as well. Pulse a couple of times. Then, fish the bay leaves and the cloves out of the shallot mixture. Pour the shallots along with the lemon juice into the food processor and pulse some more until the fruit pieces are chopped.
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6
Add the sugar and 1/4 cup of olive oil. Continue to pulse until the mixture is sort of creamy interspersed with the occasional chunk of orange. Season with salt and pepper and more sugar to taste.
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7
Store in the refrigerator (it will keep, tightly covered, in the refrigerator for at least several days), but when you are going to use it, bring the quantity you are going to use to room temperature because it will have a better texture.
