I buy yuzu juice at a local Korean/Japanese market. It can also be found online. If you don't have any replace it with freshly squeezed lemon juice.
I bought the hot chile olives at my local Safeway.
If you want to use fresh citrus peels instead of marmalade, peel the skin (it could be an orange, mandarin or any citrus) and gather all the zest. Blanch (dip for a minute in boiling water then transfer to an ice bath). Repeat twice. This helps to lower the bitterness of the fruit. Drain and pat dry the zest with a paper towel. Cut the zest into long, thin strips (julienne). Place the zest in a small saucepan. Add 2 tablespoons of sugar and the juice of a lemon. Bring to a boil then cook at a bare simmer for about 15-18 minutes, stirring occasionally. Let the syrup cool down. Add ½ teaspoon of cornstarch (dissolved in water) and a pinch of salt; then cook about 2 minutes longer. Let cool to room temperature.
I paired the olive relish with Kerry Gold brand Blarney Castle Gouda cheese.