Preheat the oven to 200°F. Use a vegetable peeler or zester to remove the peels from all the citrus; take care to remove only the peel, leaving the white pith behind. Spread the peels on a baking sheet and toast in the oven until dry, curled, and slightly golden, about 1 hour. Shake the pan occasionally to promote even drying.
When cool, put the peels, the pepper if you’re using it, and coriander in a spice or coffee grinder and grind into a coarse powder. Store in a tightly covered opaque container for up to a month.