Brush an orange under running water, wipe it dry, then scoop out its zest. Squeeze all the oranges and lemon. Pour the juice obtained into a Dutch oven, add the bananas cut into slices, the brown sugar, the vanilla split in two, the cinnamon and the orange zest.
Cook for about fifty minutes over medium heat, uncovered, stirring often.
Take out the spices. Put the hot jam in jars, then cover them immediately.
If you want to cover with paraffin, let the jam cool first.