Thinly peel from orange and lemon; chop and set aside. In a medium saucepan, combine grapefruit, orange and lemon juice, chopped peel, sugar and vanilla bean. Bring to a boil. Reduce heat; simmer, stirring frequently for 10 to 12 minutes. Cool to lukewarm. Pour cooled mixture into aging container; add brandy and vodka. Allow liqueur to age for 3 weeks, then strain several times using successively finer strainers, or fine clothe. For maximum clarity, let liqueur stand for several days between straining. Pour liqueur into bottles and cap well.