Fine Cooking provides a really useful picture tutorial of the curd making process. You can find it here.
In a large bowl, beat the butter and sugar with an electric mixer, about 2 minutes.
Slowly add the eggs and yolks. Beat for 1 minute.
Mix in the orange and lemon juices. The mixture will look curdled, but it will smooth out as it cooks.
In a medium, heavy-based saucepan, cook the mixture over low heat until it looks smooth. (The curdled appearance disappears as the butter in the mixture melts.)
Increase the heat to medium and cook, stirring constantly. Don’t let the mixture boil. Cook until the mixture thickens, about 15 minutes. It should leave a path on the back of a spoon and will read 170°F on a thermometer.
Remove the curd from the heat. Strain the curd to remove any egg solids that may have formed, and transfer the curd to a bowl. Press plastic wrap on the surface of the curd to keep a skin from forming, and chill the curd in the refrigerator.
The curd will thicken further as it cools. Covered tightly, it will keep in the refrigerator for a week and in the freezer for 2 months.