Place the pumpkin pieces in a steamer basket in a pot. Add water to the pot so it reaches to the bottom of the steamer basket and steam the pumpkin pieces until completely cooked through; a paring knife will pierce the flesh easily and it will take about 30 minutes. During the steaming, add more water to the pot if necessary.
When the pumpkin is cool enough to handle, scrape the flesh from the skin and puree it in a food processor or immersion blender, or pass it through a food mill or potato ricer. You should have about 2 cups (535g) of puree.
Put the puree in a heavy-duty saucepan along with the sugar, orange juice, lemon juice, and salt. Scrape the seeds from the vanilla bean with a small knife and add them to the pot, along with the bean.
Cook over medium heat, stirring frequently, until the sugar dissolves. Continue cooking the pumpkin mixture, stirring constantly to prevent the puree from burning. Because the puree is thick, it'll tend to splatter. You may wish to wear an oven mitt while stirring.
When the jam mixture visibly thickens and it holds its shape in a jelly-like mound when you heap it up onto itself, it's done. It will take about ten minutes. Scrape the mixture into a clean jar. The jam is best served at room temperature. It can be refrigerated for at least one month.
