In a medium, non-reactive saucepan bring the cranberries, sugar, orange and lemon juices, orange and lemon zests, vanilla and 11/2 cups of the water to a boil. Cook the mixture, stirring occasionally, until the sugar is dissolved and the cranberries begin to pop, about 8 minutes.
In a small bowl dissolve the cornstarch in 1/2 cup of the water and stir into the cranberries.
Reduce the heat to medium-low, and stir constantly until the mixture thickens, about 2 minutes.
Remove from the heat and cool completely before serving.
Makes about 2 cups