Peel, core and cut the apples, then grate (preferably with a food processor). Peel, core and finely chop the apricots. Squeeze the lemons. Cut the marzipan mixture into very small pieces.
Put the apples, apricots, lemon juice, preserving sugar, marzipan and cinnamon in a large saucepan. Stir vigorously and let it steep for about 30 minutes, stirring occasionally. Bring everything to the boil and let it simmer for about 5 minutes, stirring.