To make the dough, place all of the ingredients into a large bowl or the bowl of a stand mixer fitted with a dough hook. Stir until it comes together into a rough dough then knead on an un-floured surface.
Place the sugar and water in a pan and heat gently while stirring until the sugar has dissolved. Add the orange slices and bring up to a simmer, leave to simmer gently for 40-60 minutes.