Place a piece of heavy styrofoam or floral foam on a platter or counter top to hold the skewers upright.
Push a bamboo skewer through each citrus segment. Pour the sugar and 1 cup of water into a small-medium, heavy-bottomed saucepan. heat the mixture, without stirring, over medium-high heat until it turns light brown and registers at least 275°F on a candy thermometer. Let the mixture go a bit darker if you prefer a stronger caramel-molasses flavor. Resist stirring.
Very carefully dip each citrus segment into the hot syrup, coating thoroughly. The syrup will burn you on contact, so be extra careful and deliberate here. Repeat with the remaining skewers, sticking each skewer into the foam upright to allow to dry, forming a hard shell.